There is a growing body of research that indicates that doing a doctoral dissertation can be taxing on the mental health of PhD students, with depression, anxiety, or burnout as potential pitfalls. Is this problem real and, if so, how bad is it? In this post, I review several recent studies, some of which also offer insights about potential risk factors. This also kickstarts the whole idea of this blog, as a way to increase awareness about these difficulties, and offer practical tips and tricks to survive such a difficult period.