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I noticed that the download page does not list Debian Jessie. Does this mean that it is not officially supported?

It is. The repository are all the same basically
 

Thanks for the reply!

So if I install on Jessie should I use
wget http://deb.playonlinux.com/playonlinux_jessie.list (not listed on the download page)
or
wget http://deb.playonlinux.com/playonlinux_wheezy.list (newest version listed on download page)

Just go for jessie, it should work fine