The vast majority of gaming revenues contributed by premium players leads casinos to build and maintain good relationships with these players with the help of casino hosts. This practice often nurtures the players’ loyalty toward the hosts, rather than the casinos. Hence, minimizing the hosts’ turnover intention (TI) is vital. Job stress (JS) is a major reason for employees to quit a job. This study contributes to the literature by (1) introducing perceived customer relationship (PCR) as a stressor and (2) examining the moderating roles of social support from supervisors (SSS) and co-workers (SSC) in the mediation process of PCR–JS–TI. Drawing upon survey results from 200 hosts in Macao, our findings show that PCR is positively associated with TI through JS. Additionally, SSC but not SSS weakens the PCR–JS–TI process, specifically the JS–TI connection. Meaningful implications are provided to minimize the host turnover that is caused by job stress.