Against the backdrop of the recent financial crisis, we investigate how the interplay of media use, perceived economic threat, and community belonging—conceived as a social support mechanism—impacts stress among urban community residents. Participants (N = 387) were recruited from the New York metropolitan area into an online survey. Results indicated that media do not impact stress directly but rather indirectly by influencing perceived economic threat and community belonging. Community belonging plays a protective role against stress. When perceived economic threat becomes too severe, however, its buffering effects dissipate.