Abstract  More than two decades of research has consistently indicated that feelings of loneliness among older people are more common in southern Europe than in its northern parts, with the lowest rates in Denmark and Sweden. Our analyses based on analysis of 2004–2006 data from 8,787 individuals aged 65 years or older in the SHARE project replicate, update, and extend these findings. We found, similar to previous studies, that the prevalence of feelings of loneliness was more common in the Mediterranean countries than in Northern Europe. Living together with a spouse/partner was consistently associated with the lower prevalence of loneliness across countries. The combination of living alone and having bad health was associated with 10 times higher odds of feeling lonely as compared with living together with someone and having good health. With regard to gender and health, we found signs of differences between countries in how these factors were related to loneliness. Our results indicate the importance of both contextual features and cultural expectations in interpreting reported loneliness, that is, loneliness across Europe has both nomothetic and idiographic features.