The purpose of this study was to examine variation in doctoral students' experiences of ethics in doctoral supervision and how these experiences are related to research engagement, burnout, satisfaction, and intending to discontinue PhD studies. Data were collected from 860 doctoral students in Finland, Estonia, and South Africa. Four distinct profiles of ethics experience in doctoral supervision were identified, namely students puzzled by the supervision relationship, strugglers in the ethical landscape, seekers of ethical allies, and students with ethically trouble-free experiences. The results show that the profiles were related to research engagement, satisfaction with supervision and studies, and burnout. Not experiencing any major ethical problems in supervision was associated with experiencing higher engagement and satisfaction with supervision and doctoral studies and low levels of exhaustion and cynicism. Similar profiles were identified across the countries, yet with different emphases. Both Estonian and South African PhD students were overrepresented in the profile of students with ethically trouble-free experiences, while the Finnish students were underrepresented in this profile. The Finnish PhD students were overrepresented among the seekers of ethical allies. Profiles provide information that can alert supervisors and administrators about the extent of the risk of burnout or discontinuing of PhD studies based on students' negative experiences of the ethics in supervision.