Resilience is one of the positive emotions that will enhance employees’ ability to cope in adverse conditions, such as work intensification, organisational change, and work stress. Despite growing research interest in the employee resilience area, there is limited knowledge of the process through which critical social support at workplaces, such as supportive leadership and co‐worker support, affects employees’ ability to cope in challenging situations. This study, underpinned by the theory of conservation of resources and social cognitive theory, examines the role of supportive leadership and co‐worker support in employee resilience, and how this may be moderated by work pressures in the context of the Chinese banking industry. Using a sample of 2,025 Chinese banking workers, we tested four hypotheses. Our findings demonstrate that supportive leadership and co‐worker support are positively associated with employee resilience. High work pressure moderates the relationship between both supportive leadership and co‐worker support and employee resilience, such that the relationship between these conditions is stronger when perceived performance pressure is high. Our study raises important implications for both the theoretical development of employee resilience and for management practices with respect to fostering employee resilience in organisations.