Purpose: To explore the impact of the match between academic pressure and peer support on adolescents’ sense of loneliness and examine whether social connectedness played a mediating role, using a polynomial regression and response surface analysis. Methods: A questionnaire survey was conducted with 1277 adolescents from two cities in Sichuan Province, China, to investigate their academic pressure, peer support, social connectedness, and sense of loneliness. Results: (1) Adolescents’ sense of loneliness positively correlated with their level of academic pressure and negatively correlated with their degree of peer support. (2) Social connectedness played a mediating role in the relationship between academic pressure, peer support, and sense of loneliness. (3) Adolescents with high academic pressure and low peer support had weaker social connectedness than those with low academic pressure and high peer support. (4) Adolescents with high academic pressure and high peer support had stronger social connectedness than those with low academic pressure and low peer support. Discussion: The study revealed the mechanism through which a match (or mismatch) between academic pressure and peer support influenced adolescents’ sense of loneliness and validated the mediating role of social connectedness. The study enriches the developmental theory of adolescent loneliness and provides research experience for future interventions targeting adolescent loneliness.