Large Language Models (LLMs) are increasingly integrated into various daily tasks in Software Engineering such as coding and requirement elicitation. Despite their various capabilities and constant use, some interactions can lead to unexpected challenges (e.g. hallucinations or verbose answers) and, in turn, cause emotions that develop into frustration. Frustration can negatively impact engineers’ productivity and well-being if they escalate into stress and burnout. In this paper, we assess the impact of LLM interactions on software engineers’ emotional responses, specifically strains, and identify common causes of frustration when interacting with LLMs at work. Based on 62 survey responses from software engineers in industry and academia across various companies and universities, we found that a majority of our respondents experience frustrations or other related emotions regardless of the nature of their work. Additionally, our results showed that frustration mainly stemmed from issues with correctness and less critical issues such as adaptability to context or specific format. While such issues may not cause frustration in general, artefacts that do not follow certain preferences, standards, or best practices can make the output unusable without extensive modification, causing frustration over time. In addition to the frustration triggers, our study offers guidelines to improve the software engineers’ experience, aiming to minimise long-term consequences on mental health.