The purpose of the present paper was to explore children's conceptualisation of loneliness and to examine the link between children's reports of loneliness, being alone, and their conceptualisation of loneliness. Children (N = 61) in middle childhood (9 - 11 years) responded to a question about their experience of loneliness and completed the Loneliness and Social Dissatisfaction scale. Results showed that the majority of children explained loneliness by referring to both social deficits and distressing emotions. New to this area of research were children's references to self-attributions (e.g., having no courage to talk about their situation). As hypothesised, few children made references to being alone when describing loneliness, and there was no difference in children's reports of loneliness depending on whether or not children referred to being alone. Surprisingly, children's reports of loneliness did not differ depending on their ability to conceptualise it. The subjective nature of loneliness and the importance of peer relationships is discussed.