This study aimed to explore university students' perceived problems and challenges in conducting a research thesis in a university in Gilgit-Baltistan, Pakistan. The review of the literature helped identify four important types of problems: (1) personal problems (2) academic problems (3) supervisory problems and (4) institutional problems. Researchers specially developed questionnaires on a five-point Likert-type scale for a survey research design. A stratified random sampling technique was used to select the sample of 120 research students from different departments of the University, merged into two strata. The sample size of the study was 120 research students. Data were collected, entered into SPSS and analysed using descriptive and inferential statistical techniques. Interviews with faculty members were also conducted. The research findings revealed that significant problems persist for research students studying at the sample university. Despite the measures taken to satisfy research students, it was found that students faced personal and supervisory problems more than academic and institutional problems.