Mental health problems among adolescents and young adults are increasing worldwide together with loneliness, which is considered a global public health problem. The aim of this study was to explore loneliness through adolescents’ and young adults’ own descriptions and experiences. The research questions were: (1) How do adolescents and young adults describe and experience loneliness?, (2) What types of loneliness do adolescents and young adults describe? Data were collected through interviews with fifteen Swedish-speaking Finns aged 17–30. Content analysis was used for data analysis. Loneliness was linked to earlier negative experiences, mental illness or physical disorders, self-centred society, social norms and social media. Three different types of loneliness were identified: social loneliness, emotional loneliness and existential loneliness. It is important that adults and professionals are able to identify, interpret and understand signs that adolescents and young adults are experiencing negative feelings, which may indicate underlying loneliness.