The present study investigated associations between loneliness in different social relationships and indicators of psychopathology in adolescence. A nationally representative sample of 1009 high school students completed measures of three types of loneliness and six indicators of psychopathology. Results indicated that peer-related and family-related loneliness were associated with depression, anxiety, and suicide ideation, whereas peer-related and romantic loneliness were associated with social phobia. In contrast, only family-related loneliness was associated with deliberate self-harm and eating disorders. It is important, therefore, to distinguish between experiences of loneliness in different social relationships, in particular the peer versus the family setting, when investigating loneliness and psychopathology in adolescence.