Abstract. We consider the Yamabe type family of problems (P ε ): − u ε = u (n+2)/(n−2) ε , u ε > 0 in A ε , u ε = 0 on ∂A ε , where A ε is an annulus-shaped domain of R n , n ≥ 3, which becomes thinner as ε → 0. We show that for every solution u ε , the energy A ε |∇u ε | 2 as well as the Morse index tend to infinity as ε → 0. This is proved through a fine blow up analysis of appropriate scalings of solutions whose limiting profiles are regular, as well as of singular solutions of some elliptic problem on R n , a half-space or an infinite strip. Our argument also involves a Liouville type theorem for regular solutions on an infinite strip.