Despite the substantial efforts made by higher education institutions to reduce dropout rates, a considerable proportion of students still discontinues their initial study program. In view of this situation, the present study aims to investigate whether participation in first-year courses for personal and academic support goes along with a decreased risk of student dropout, and to elucidate the underlying mechanisms. We draw on data from the German National Educational Panel Study (NEPS, student cohort) and apply mediation analysis based on event history models and linear regression models for students in the fields of mathematics/natural sciences and humanities. Our findings reveal that participation in social events for students in both subject groups and academic skills trainings for students in mathematics/natural sciences is associated with a lower risk of student dropout, which is, partially, mediated by increased social integration. Attendants of bridging courses (often also referred to as summer bridge programs) do not have a lower risk of higher education dropout than students who did not participate. The results highlight the need for comprehensive evaluations of course effectiveness and a more frequently offering of academic skills trainings in STEM subjects.