We may discover, as the Buddha tells us, that the lack of substantiality or permanence in all that surrounds us gives rise to unhappiness and pain. This does not mean, however, that the experience of impermanence or non-substantiality is itself suffering or the direct cause of suffering. We misconstrue the Buddha’s message if we think it is the fact that all things are impermanent or non-substantial or without a solid self that generates suffering. These basic facts are not the truth of the origin of suffering.

Dukkha is produced not by things themselves or by their insubstantial nature. Rather, our mind has been conditioned by ignorance into thinking that eternal happiness can be obtained through things that are ephemeral and transient.

-- Traleg Kyabgon Rinpoche