The primary aim of this study was to better understand the antecedents of doctoral students’ emotional well-being, and their plans to leave academia. Based on past research, antecedents included departmental support, the quality of the supervisory relationship, and characteristics of the supervisory relationship. We used a mixed-methods study, and surveyed 186 doctoral students from nine countries. We found that supportive relationships, at the departmental and advisor level, reduced emotional exhaustion and intentions to leave academia, and that emotional exhaustion was positively related to doctoral students’ intentions to leave academia. Findings also indicated that advisor experience and frequency of meetings reduced students’ emotional exhaustion but did not affect their intentions to leave academia. Recommendations to reduce emotional exhaustion and to temper doctoral student attrition before and after degree completion are offered.