Supervision has been shown to have a high impact on doctoral students' development. However, little is known about how students perceive not only negative but also positive doctoral experiences, as well as their strategies for dealing with perceived problematic situations. The aim of this study is to analyse and relate doctoral students' significant supervision experiences to the strategies they use to cope with these experiences when they perceive them as challenging or negative. A total of 1173 doctoral students from different research-intensive Spanish universities responded to four open-ended questions about their most significant experiences in their doctoral journey, associated feelings and strategies to deal with them. We identified a total of 223 experiences related to supervision that were distributed into five categories: "1) central prerequisites for supervision, 2) supervisor choice, 3) supervision of the research process, 4) coaching and 5) project management". The results showed three distinct ways, as reported by the students, of handling the perceived negative supervision experiences: "1) no strategy, 2) local strategy and 3) regulatory strategy". The results suggest that analysing both positive and negative experiences may better capture variability in students' supervision experiences. A relation between experiences with supervision and students' satisfaction was also detected.