Psychological Thriller is known as a fictional thriller story that emphasizes the psychology from its characters and their unstable emotional states (e.g. the male actor in our film loosing his wide). In terms of classification, the category is a sub-genre of the broader ranging thriller category.
It's all about what's going on in the character's mind more than anything else, the producer will try to trick out the audience in many parts of their film in order to shock them and/or make them remember that part. It plays with the character's feelings and thoughts. This is a good method is order to get the audience to favour one character over another.