In this article, we call into question recent public health claims that loneliness is a problem of epidemic proportions. Current research on this topic is hindered by an overreliance on limited survey data and by paradigmatic imbalance that delineates the study of loneliness to psychological, cognitive, neuroendocrinological and immunological effects, social functioning, physical health, mortality, and gene effects. The article emphasizes that scientific approaches to the phenomena of loneliness are more appropriately conceived and investigated as inherently matters for social, relational, cultural, and contextual analysis of subjective experience. Studies of loneliness and possible relationships to mental health status require investigations of social, environmental, and institutional structures as well as families, peers, friends, counselors, and health providers. This article takes a step in this direction through examining the lived experience of 35 high school students and their families living under conditions of social adversity in Tijuana, B.C., Mexico, with attention to anxiety and depression. Utilizing ethnographic interviews, observations, and psychological screening tools, we provide an overview for the group and illustrate the interrelations of subjective experience and social environment through a case study. These data reveal the vital role of understandings of loneliness, depression, and anxiety from the perspectives of adolescents themselves. We conclude that future studies of loneliness are best informed by in-depth data on subjective experience in relation to social features to advance understandings within the field of global mental health and allied fields.