Six Sigma has proven to be a powerful system for improving quality and productivity. However, the successful implementation of the methodology is not simple, and it is therefore normal – especially in the early phases – to experience problems that may impede taking full advantage of the methodology. We have grouped some of the most frequent ones into four main areas: implementation and organisational aspects, adherence to DMAIC methodology, tools and statistical techniques and implementation of improvements and project closure. For each of them, the paper discusses some of the difficulties and issues that should be taken into account.