Introduction: Having impaired relations and limited interpersonal contact is associated with a sense of loneliness, and can result in a number of mental disorders, including the development of depression. Approximately one in five adolescents in the world suffers from depression, and first episodes of such are occurring at increasingly young ages. Due to a lack of appropriate support from parents, teachers and the healthcare system, the young person feels alone when dealing with their problem. Aims: The aims of this study are to determine the prevalence of anxiety, depression, aggression and sense of loneliness among high school students, and to analyze a correlation between loneliness and depression. Materials and methods: The study was conducted on 300 high school students in Poland. The study material was collected using the Hospital Anxiety and Depression Scale (HADS-M) and De Jong Gierveld Loneliness Scale (DJGLS). Results: A feeling of loneliness correlated significantly with depressive disorders (p < 0.005), with the strongest effect between the total HADS-M score and the total loneliness scale score (r = 0.61). The overall presence of disorders as per HADS-M was found to be 23%, and borderline conditions were found in 19.3%. In 24% of the students, disorders were revealed on the anxiety subscale and in 46.3% on the aggression subscale. On DJGLS, a very severe sense of loneliness was observed in 6.67% of the subjects, and in 42.3% of them, a moderate feeling of loneliness was indicated. On the social loneliness subscale, a severe sense of loneliness was found in 22.7%, while on the emotional loneliness subscale, it was found in 16.7% of the subjects. Conclusions: In this study, a quarter of the student participants experienced anxiety and depression disorders. Students showing higher levels of anxiety, depression, and aggression also showed enhanced loneliness. Girls showed higher levels of anxiety, depression and aggression, as well as emotional loneliness.