Background: The mandatory lockdown imposed by the government to curb the transmission of coronavirus disease or COVID-19 has significantly disrupted social activities among student nurses, making them vulnerable to loneliness and social isolation. Objective: To determine the relative influence of coping behaviours, personal resilience, and social support on student nurses’ emotional and social loneliness during the pandemic.Methods: A cross-sectional research design was utilised to gather data from 261 student nurses from the Central Philippines using the Loneliness Scale, the Brief Resilience Scale, the Coping Behaviour Questionnaire, and the Perceived Social Support Questionnaire through an online survey. Results: The majority or 89.27% (n = 233) of student nurses experienced moderate to severe levels of loneliness during the lockdown. Age (younger age) (β = -0.168, p = 0.005) and social support (β = -0.176, p = 0.014) predicted emotional resilience, while gender (being female) (β = 0.109, p = 0.045), personal resilience (β = -0.214, p < 0.001), and coping behaviours (β = -0.455, p < 0.001) predicted social loneliness.Conclusions: Loneliness among student nurses was high during the height of the COVID-19 pandemic. Personal resilience, coping behaviours, and social support were identified as protective factors against loneliness. Empirically tested interventions and strategies directed towards increasing personal resilience, social support, and coping behaviours may help decrease emotional and social loneliness caused by the mandatory lockdown during the COVID-19 pandemic.