Objectives This paper utilizes probability-based modelling to unpack the complex and multifaceted individual, sociological, and psychological processes present within terrorist groups which may affect an individual's psychological wellbeing. We outline the predictors of the onset of psychological distress across three phases of terrorist involvement (engagement, disengagement, and post-disengagement). Methods Utilizing a dataset of over 90 terrorist autobiographies, we conduct sequence analyses to pinpoint the onset of psychological problems and the experiences that preceded and proceeded this onset. Results The results demonstrate the complexity in the relationship between mental disorders and terrorist engagement and the heterogeneity of the lived experience of 'being' a terrorist. The experience of psychological distress is mediated by numerous factors and the combination of these factors. Conclusions The results helped highlight the complexity of 'being' a terrorist; multiple factors at individual, social, and group levels impact on an individual as they pass through life. Individuals engaged within terrorism encounter a number of risk factors, which if an individual has lower baseline levels of individual resilience and is not fully committed to the group identity, may impact them psychologically. The results highlighted that it is not the presence of risk factors which impact on an individual, but how they perceive these risk factors.