Background: Research on doctoral students’ mental well-being has gained importance in recent years. The findings of such studies were uncertain about the critical demand and resource of a doctoral program that largely influence students’ mental health. This review aims to integrate the literature to bring out the nature, importance and relationship between differentiated demands, contextual and personal resource, and doctoral students’ well-being. Methods: An integrative review was conducted based on the five-stage structure of Whittemore and Knafl. The study identified 45 articles published from 2000 onwards following the Joanna Briggs Institute quality evaluation criteria and PRISMA reporting guidelines for selecting eligible articles. Results: The integrative review findings disclose that the differentiated demand of doctoral program were categorized into challenge-hindrance demand. This demand experienced by doctoral students were grouped as ambiguity in doctoral program structure, resource inadequacy, workload, complexity, and responsibility. In addition, institutional support, research supervisory support, and intrinsic motivation were treated as essential resource to mitigate the effects of the demands of the doctoral program. Conclusions: An integrated conceptual model was built exclusively for doctoral programs and suggests that the universities and supervisors design and structure healthy, constructive doctoral programs. As an outcome of the review, differentiated demands, contextual, personal resources at the doctoral education and mental well-being of students are supported by the Transactional Model of Stress and Coping, Conservation of Resources, Causality Orientations Theory and Basic Psychological Need Theory respectively. The current review is an initial attempt to synthesize challenge-hindrance demands and contextual-personal resources in determining the mental well-being of doctoral students.