Background: loneliness is a common experience for adolescents, yet the voices of adolescents are missing from current conceptualisations of loneliness. That means, measures that have been created based on current conceptualisations may miss important contexts of adolescence, such as the roles of friendships, that determine the way loneliness is experienced. The current study aims to centre adolescent voices to identify how they conceptualise loneliness and what strategies they consider to be useful for adolescents to cope with loneliness. Method: thematic framework analysis (TFA) was conducted on qualitative interviews with young people aged 8–14 years in Belgium and Italy to identify salient themes in their conceptualisations of loneliness. Results: Loneliness was conceptualised as a negative emotional state involving negative thinking patterns that occurs when an individual perceives they are missing out on a desired aspect in their social relationships. Coping strategies related to alleviating negative affect, and aiding social reconnection. Conclusions: friendships with peers were understood to be central to adolescent loneliness experiences. In line with that, loneliness was seen to be experienced at school. Age-related differences in friendship expectations were identified, highlighting how developmental needs relate to the loneliness experience.