Setting boundaries often means disappointing others. We asked therapists for advice on how to do it — without feeling guilty.

In the last few years, several celebrities have captured the spotlight by stepping back to prioritize their mental health.

First it was Simone Biles bowing out of the 2020 Olympics early. Then Naomi Osaka avoided talking to the press at the 2021 French Open, and the singer Shawn Mendes canceled a tour in 2022. Most recently, the pop star Chappell Roan pulled out of two music festival performances.

These high-profile acts of self-preservation highlight an uncomfortable truth: Although self-care is important, putting your own needs first often means letting others down. When you set boundaries, there is a good chance that “some people will experience hurt, anger and disappointment,” said Juliane Taylor Shore, a licensed therapist and the author of “Setting Boundaries That Stick.”

The prospect of disappointing someone may cause you to set aside your own needs, Ms. Shore said, but you can get better at saying “no” without beating yourself up. We asked her and other mental health experts to share a few strategies.

Amy Wilson, 54, is a self-described former people pleaser. But early in the pandemic, she found herself overextended while caring for a child with a chronic health issue. For the first time, she had to learn to get comfortable saying “no.”

When she announced the tough decision to step down as the board president of an organization where she volunteered, she said a “weird silence” followed.

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