Social support has been associated with coronary artery disease (CAD), particularly in individuals who have sustained a cardiovascular event. This study investigated the relationship between social support and subclinical CAD among 1067 healthy middle-aged men and women. Social support was assessed with validated social integration and emotional attachment measures. Subclinical CAD was assessed as a coronary artery calcium score (CACS) using computed tomography. There was no association between social support and CACS in men. In women, low social support was strongly linked to cardiovascular risk factors, high levels of inflammatory markers, and CACS > 0. In a logistic regression model, after adjustment for 12 cardiovascular risk factors, the odds ratio (95% confidence intervals) for CACS > 0 in women with the lowest social integration, emotional attachment, and social support groups (reference: highest corresponding group) were 2.47 (1.23–5.12), 1.87 (0.93–3.59), and 4.28 (1.52–12.28), respectively. Using a machine learning approach (random forest), social integration was the fourth (out of 12) most important risk factor for CACS > 0 in women. Women with lower compared to higher or moderate social integration levels were about 14 years older in “vascular age”. This study showed an association between lack of social support and subclinical CAD in middle-aged women, but not in men. Lack of social support may affect the atherosclerotic process and identify individuals vulnerable to CAD events.