Loneliness could both precede and follow poor mental health of adolescents. Since the last decade, the mental health problems in adolescence have become widespread and heavier; it is important to address what role loneliness has in predicting and maintaining mental health problems. This chapter summarizes research data that connect loneliness with specific internalizing problems in adolescence–non-suicidal self-injury, suicidal thoughts, and attempts and deliberate self-harm, with or without suicidal intention. Findings of different studies are discussed in the context of the interpersonal theory of suicide, the integrated motivational-volitional model of suicidal behavior, Nock’s integrated theoretical model of NSSI, as well as the evolutionary theory of loneliness. Since the COVID-19 pandemic and resulting public health measures had major impacts on mental health, including on self-harm, and as loneliness increased due to social distancing and isolation, practical implications for the future crisis are proposed in order to save adolescents’ mental health.