Psychological distress is prevalent in doctoral degree training and affects students' completion time. It is crucial to monitor the amount of distress experienced and understand the causes for it to inform the type of support most needed. This mixed method study explored challenges related to candidature, self-reported progress and measures of perceived and actual psychological distress with a convenience sample of 81 doctoral candidates in an Australian university. Using validated survey instruments, participants reported higher levels of depression, anxiety and stress than age-matched general population normative data. Additionally, those who self-reported being behind or exceeding their study schedule had significantly higher scores for depression, anxiety and stress than those who reported they were meeting schedule. Conversely, stage of candidature did not affect any of these attribute scores. The responses to open-ended questions about challenges associated with doctoral study were coded and explored with an existing typology. The most frequent challenge reported in doctoral study is related to the development of generic skills, followed by management of self, including motivation. Given that not all challenges could be included in the existing typology, we recommend expansion to the typology.