Infertility affects approximately 10%–15% of couples worldwide and is associated with substantial psychological, social, and emotional challenges. Although assisted reproductive technologies, such as in vitro fertilization (IVF), have improved the likelihood of conception, the demanding treatment process and repeated failures can significantly compromise mental well-being. Recurrent implantation failure, commonly defined as two or more unsuccessful IVF cycles despite the transfer of good-quality embryos, is particularly distressing and may contribute to heightened levels of stress, anxiety, and depression. This cross-sectional study evaluated psychological distress among 505 infertile individuals attending tertiary Indira IVF clinics across India between June 2021 and May 2023. Participants aged 25–45 years completed the Depression, Anxiety, and Stress Scale-21 and the World Health Organization-Five Item Well-Being Index (WHO-5). Associations between psychological outcomes and socio-demographic and clinical characteristics were examined using χ² analyses. The prevalence of stress, anxiety, and depression was 50.5%, 73.7%, and 69.7%, respectively, highlighting the considerable psychological burden experienced during infertility treatment. Greater stress severity was significantly associated with female gender, lower income, larger family size, childlessness, infertility cause, and a higher number of consultations. Anxiety severity was significantly related to age, gender, family type, and household size. Depression was more prevalent among participants without children and those from lower-income households. This emphasizes the importance of routine psychological screening, counseling services, and integrated mental health support as essential components of comprehensive infertility care to improve patient well-being and treatment outcomes.