Although substantial research has been done on loneliness, in only a few studies has the extent of its association with the cognitive and attributional strategies people apply in social situations been investigated. Two studies were carried out among Finnish students to examine this association. In Study 1, 70 men and 202 women filled in the Cartoon-Attribution-Strategy Test (CAST) and Rosenberg's Self-Esteem Scale (RSE), then 1 year later, the revised UCLA Loneliness Scale. In Study 2, 25 men and 35 women filled in the CAST and the RSE, then 4 months later, the UCLA Loneliness Scale. In both studies, a pessimistic avoidance strategy was associated with subsequent feelings of loneliness, even after controls for the level of self-esteem. Both an optimistic planning strategy and a self-serving attributional bias were negatively associated with feelings of loneliness among men but not among women.