Season 8, Episode 10, "The Lesson," sees unsub Adam Rain (Brad Dourif) turn his victims into marionettes by breaking their bones and stringing them up from their joints, in response to a childhood trauma of seeing his father be murdered right in front of his eyes. As a child, Rain questions why the marionettes didn't save his puppeteer father from getting killed. Rain starts killing after an accident damages his prefrontal cortex, and it only makes the episode more devastating, and Rain more ruthless.
The torture scenes from the episode, when Rain strings the victims up to the ceiling or when he makes them perform, are absolutely chilling. On a Reddit thread discussing the episode, many fans shared tales of getting scared while watching "The Lesson." U/should_be_ said, " The scene where the unsub makes the girl dance.... Creepiest scene in the show," and u/Spelky12 agreed, saying, "I had to turn it off and go to bed and watch it the next day as this scene made me too uncomfortable, I can't even begin to imagine the pain."
On another thread about the creepiest episode, u/eirotnayr got spooked by watching "The Lesson" as their first "Criminal Minds" episode, explaining that "The marionette episode was the first one I ever saw many years back and I watched it right before bed which caused me to have nightmares all night long lol." The writers of the "Criminal Minds" revival will definitely have a hard time coming up with creepier unsubs than the already existing ones.