We consider regularisation of a Yang-Mills theory by Dimensional Reduction (DRED). In particular, the anomalous dimensions of fermion masses and gauge coupling are computed to four-loop order. We put special emphasis on the treatment of evanescent couplings which appear when DRED is applied to non-supersymmetric theories. We highlight the importance of distinguishing between the evanescent and the real couplings. Considering the special case of a Super-Yang-Mills theory, we find that Dimensional Reduction is sufficient to preserve Supersymmetry in our calculations.