Internet-delivered cognitive-behavioral treatment is effective for insomnia. However, little is known about the beneficial effects of support. Recently we demonstrated that motivational support moderately improved the effects of Internet-delivered treatment for insomnia. In the present study, we tested whether depressive symptoms at baseline moderate the effect of support on Internet-delivered treatment for insomnia. We performed a multilevel intention-to-treat analysis on 262 participants in a randomized controlled trial. We found that baseline depressive symptoms moderated the effect of support on sleep efficiency, total sleep time, and sleep onset latency (but not on wake after sleep onset, number of nightly awakenings, or the Insomnia Severity Index). This means that for these variables, people with high levels of depressive symptoms benefit from support, whereas people with low levels of depressive symptoms improve regardless of support. The data show that baseline depression severity plays an important role in the way Internet treatments need to be delivered. These findings open up opportunities to personalize the support offered in Internet-delivered treatments.