hi worried,
academic publications have a strong bias towards things that worked. nobody is going to publish something in a journal that says "I tried this and it didn't work". however, lots of academic work consists of exactly that. and it isn't useless either, as every such try helps devise further research. only nobody ever gets to see it as it isn't published.
i suppose you need to discuss this with your supervisor and you need to abide by your university's and discipline's guidelines, but overall i believe in a PhD thesis it should be ok to write also about the things that didn't work.