Individuals that perceive stigma surrounding their identity and fear rejection of support requests may experience a paradox whereby they seek support indirectly from support networks (friends and family) to avoid rejection and are met with unsupportive responses. This study extended this paradox to sexual minorities using survey data from a sample of 133 individuals self‐identified as gay and lesbian. Results of structural equation modeling showed self‐stigma and fear of support rejection linked to increased indirect support seeking, which in turn explained unsupportive network responses, providing support for a paradox among gays and lesbians. Findings may have implications for interventions to improve support exchanges in the lives of sexual minorities.