Purpose: This study aims to examine the following across a six-month period in post-graduate research (PGR) students: mental health and well-being; the effect of academic pressures on depression, anxiety and well-being; and the extent to which psychological resilience buffered against academic pressures. Design/methodology/approach: This was a longitudinal questionnaire study with predictor variables of six types of academic pressure, outcome variables of depression, anxiety and well-being, and a moderator of resilience. Findings: Well-being significantly worsened across the six-month timeframe, but levels of depression and anxiety remained relatively stable. Negative perceptions of academic challenges at baseline significantly predicted anxiety, but not depression or well-being, six months later. Negative appraisals of relationships with supervisors, other university staff and work peers were not predictors of anxiety. Social support resilience which was present at baseline buffered the relationship between perceived academic challenges and anxiety. Practical implications: Higher education institutions have a duty of care towards PGR students, many of whom struggle with the escalating interactions between mental health problems and academic pressures. Actively nurturing psychological resilience related to social support is key at the level of individual students and the PGR community but more broadly at an institutional level. Originality/value: To the best of the authors' knowledge, this is the first study to examine the effects of negative perceptions of multiple facets of academic life on depression, anxiety and well-being longitudinally. Additionally, it is the first study to investigate, and demonstrate, the extent to which psychological resilience can lessen the relationship between academic challenges and anxiety over time.