Background/Objectives: Loneliness can be differentiated from social isolation. The first is the subjective perception of being isolated from others, while the other is the entire emotional and social experience. The feeling of loneliness defines the discrepancy between desired and actual social relations. Loneliness is an unpleasant phenomenon that involves quantitative and qualitative impoverishment of interpersonal relationships. The aim of this study was to analyze feelings of loneliness—including intimacy, social connections, and belonging—among adolescents and how these feelings relate to different aspects of family relationships, such as communication, cohesion, autonomy-control, and identity. Methods: The study was conducted among 136 adolescents (aged 15–17, 70% of girls and 30% of boys). The following self-report measures were used: the R-UCLA Loneliness Scale, the State–Trait Anxiety Inventory (STAI)—X2, and the Family Relations Questionnaire, version: My Family. Correlation analyses were performed, followed by stepwise regression for three loneliness sub-scales. Results: The results have shown that anxiety and adverse family relationship factors were identified as significant predictors of adolescent loneliness. Communication, cohesion, autonomy-control, and identity within the family context each contributed uniquely to the experience of loneliness. Conclusions: The conclusion is that trait anxiety and the evaluation of family functioning are very strong predictors of loneliness among young people. Moreover, distinct aspects of family relationships shape different forms of loneliness, highlighting the multifaceted nature of adolescent social experiences.