There are ways that couples can offset the stress.
But everyone will respond differently, so there are no instant or even complete remedies, and no right or wrong answers.
Advance warning of potential problem areas is at least a first step towards trying to find a way forward.
Here are some precautions to avoid the biggest emotional stumbling blocks.
People undertaking in vitro fertilization (IVF) have to tread a fine line between optimism and pessimism.
Many couples are over-optimistic about their chances, sometimes because they lack accurate information about success rates.
Carefully presented statistics may attract patients by holding out the prospect of success - but they may not tell the couple much about their individual chances.
Instead, they may encourage a false optimism which makes failure even harder to cope with.
This can be aggravated if doctors make glib remarks which may be well meant but can be completely misinterpreted.
'We'll have you pregnant by Christmas' may be intended as a general form of encouragement to a depressed woman, but it can be taken literally and lead to even greater disappointment.
Sometimes the problem lies in the designer-babies hype, which gives the impression that you have only to hand over the cash to get the much-longed-for baby.
Sometimes, it lies in the couple's unwillingness to hear bad news.
People can be very selective about what they hear, and it can be hard to focus on the prospects of treatment not working.
It is one reason that some consultants say they always like to talk to couples - if one person is not in a position to absorb the information, the other one may.