In this study, we aim to increase our understanding of the self-reported sources of distress amongst people who have experienced first-episode psychosis. Following a systematic literature search, 33 relevant studies containing first-person accounts of first-episode psychosis were identified, which were synthesised using thematic analysis. Two interrelated superordinate themes were identified: intrapersonal distress and interpersonal distress. Participants reported multiple, diverse, and multifaceted sources of distress across both themes. These were substantially different from those routinely recognised and targeted in clinical practice. This review suggests that practitioners who maintain a stance of genuine curiosity about the potential sources of distress for this population will be perceived as more helpful. The findings also highlight the importance of being service user-led when planning and delivering mental healthcare. Additional clinical and research implications are discussed.