Stress cuts across all humanity and students are habitually confronted with academic challenges that cause them stress, as manifested by problems such as mental health which often led to withdrawal from studies. This study sought to examine stress experiences due to programme leadership among graduate students in selected Christian universities in Kenya. A mixed-method approach was used for the study. A sample of 142 graduate students selected proportionately from four (4) Christian universities in Kenya took part in the study. The study results showed that within the programme leadership, supervision of dissertation was causing stress among graduate students. Supervisors were taking long to give feedback to students, which led to students being anxious and as such was causing perceived stress. However, various underlying external factors, especially negative external work engagement, financial challenges, and lack of teamwork with fellow students which were also being experienced could be other underlying factors aggravating the stress among the students. It is therefore recommended that supervisors need to give timely feedback to students. It is further recommended that students should be prepared to finance their graduate studies right from the onset, and to manage their workplace engagements, as well as being able to work as a team. The findings of this study are useful in helping students understand how the learning environment contributes to their stress, and hence finding appropriate ways of coping with it. Secondly, the study informs policymakers at the institutional level of actions to take for reviewing their systems to enhance a conducive environment for graduate students to cope with stress.