Existence of suffering in life is undeniable. But, why does suffering exist? What is its cause? Are there any meanings for this life? Is it possible to escape from suffering? Dostoyevsky, who believes that suffering is an inherent element of human life, tries to represent the problem of suffering and men's reactions to it in his works. He believes that not only suffering does exist, but also its existence is necessary for human’s happiness. In this article, through studying Dostoyevsky's novels, we try to survey his opinion on this problem. Dostoyevsky accepts the existence of variety of sufferings, such as existential suffering, nihilistic suffering, suffering due to atheism, and despair suffering. He believes that when man put God away in his life, the consequence would be absurdity and despair. Dostoyevsky considers the belief in God and immortality as basic element to remove the disorders, disappointments and depression due to suffering.