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Stress may hinder the efficiency and performance of individuals. However, little attention has been given to academic stress especially stress experienced by doctoral level university students. Understanding and comprehending the causes of their stress and relevant coping strategies is indeed essential for their better performance. Hence, to address this gap, the purpose of the study was to explore the stressors produced by academic environment and the stress coping strategies adopted by doctoral scholars. Unit of analysis were the individuals enrolled in doctoral studies at the Business School of University Kebangsaan, Malaysia. In-depth analysis of eight doctoral level students revealed that they, in general, share the same experiences and adopt similar coping strategies as were reported to have been experienced and adopted by students of other disciplines (i.e., nursing or psychology students). However, a lack of ability to manage information, information ambiguity and ambiguity regarding quality of one's own work emerged as the major stressors in this study, which have not previously been commonly highlighted by past researches. This study, therefore, reveals that information collection, scarcity of information resources, information ambiguity and work related ambiguity are major stressors for doctoral students. Further, it is also identified that social support, problem diversion, effective information management and time management are significant stress coping techniques. The implications and future recommendation are also discussed in the paper.