Human emotional life is structured and to a certain extent constituted by language, and yet making sense of and communicating how we feel is often a challenge. In this article, I will argue that a person’s struggle to make sense of and articulate her suffering plays a major role in the experience of suffering. I unfold this argument in five steps. I will first look at the vexed question of what emotions are. Discussing biological and rational conceptions of emotions, I argue that human emotions are deeply ambiguous phenomena constituted by an opaque combination of biological factors and rational factors. In the second section, I will argue that instead of trying to solve the ontological riddle of emotions we should investigate the actual experience of emotions. I examine the dialectics of the conceptual and the phenomenal aspects of our emotional experience, arguing that we need to adopt a phenomenological approach to emotions in order to explore the ambiguity of emotions. Anxiety is endemic to most mental illnesses, and nowhere does the ambiguity of our emotions become more manifest than in the experience of anxiety. So in the following two sections, I will look at two influential philosophical accounts of anxiety. Heidegger and Kierkegaard both argue that anxiety is intrinsic to our experience of freedom. I criticise Heidegger’s theory for restricting the phenomenology of anxiety by making it a functional tool in his ontological project. I then argue that Kierkegaard’s theory, on the other hand, allows us to explore the significance of the phenomenological ambiguity of anxiety. Of particular importance in Kierkegaard’s theory is the dialectics of imagination and reality at work in anxiety, and in the concluding section, I will look at how this dialectics can help us understand how both the patient and the psychiatrist are challenged with the problem of finding a language for mental suffering.