Mental health is a pressing issue globally, with consequences ranging from economic loss to death by suicide. Mental health is an especially relevant issue for academia, and, specifically, graduate students, who experience disproportionately high rates of anxiety and depression compared with the general public. Neoliberalism in higher education exacerbates these problems and upholds a patriarchal system that devalues women's labor. We draw from our own experiences to explore how mental health affects women in graduate programs. Using feminist theory and the tenets of collaborative autoethnography, we combine personal narratives with extant literature related to four central themes: gender socialization, emotional labor, stigma, and stress and burnout. This article demonstrates the power of narrative autoethnography by providing unique insights into the specific experiences of graduate student mental health. It concludes by offering recommendations for how academics can help support graduate student health and fight systems of institutional oppression.