Building upon Max Weber’s insightful critique of the capitalist spirit as causing ‘unprecedented inner loneliness’, this article traces the trajectory of a fraught subjectivity over the course of a socioeconomic order from the Protestant Reformation to the present. Beginning with the premise that this socioeconomic order has a long history of both inviting and foreclosing upon the capacity to have an inner life, the general argument is pursued that grappling with one’s separateness, as well as the separateness of the object, gives rise to an inevitable sense of loneliness. This psychoanalytically informed sense of loneliness is juxtaposed with the gnawing loneliness that seems to haunt neoliberal subjectivity, revealing how the former might provide an imperfect but still viable antidote to our increasing inability to sit quietly by ourselves. Particular focus is given to re-evaluating Winnicott’s notion of the capacity to be alone in light of cultivating a separate self. The article concludes with some tentative thoughts on what suffering a separate self might entail, including suffering one’s inevitable loneliness.