In this dissertation, I examine the factors that contribute to the experience of loneliness in daily life (i.e., state loneliness). In the first study, I propose that being alone is most likely to lead to feelings of loneliness when a person is expected to be social, relative to moments when there is less of an expectation to be social. In the second study, I propose that how people engage with others has implications for how lonely they will feel in a situation, and that the importance of how they engage with others will partly depend on the kinds of people present in the situation. In the third study, I propose that engagement with romantic partners will be less beneficial for avoiding state loneliness when experiencing work-schedule conflict, due to the detriment such conflict may have on relationship quality. The lack of research on state loneliness is related to the difficulty of collecting data during or near the moment in which it is experienced. In this dissertation, I overcome this challenge by developing a platform that allowed participants to conveniently provide the time-diary data utilized in all three studies. In Study 1, I found, as expected, that participants felt loneliest when isolated during normatively social times. Unexpectedly, normatively social activities and locations did not associate with the strongest feelings of state loneliness. Results for Study 2 came out largely as expected—engaging in a shared task (active engagement) associated with lower rates of state loneliness relative to mere co-presence (passive engagement), and the benefit of active over passive engagement was strongest among weak ties and, unexpectedly, family members. Lastly, as expected, results from Study 3 show that work-schedule conflict associated with heightened loneliness when engaging with romantic partners. Unexpectedly, this appears to be less related to relationship quality between romantic partners and more related to the association between work-schedule conflict and participants reporting being generally lonely. Results from these studies show how factors ranging from broad cultural beliefs to small changes in engagement influence the experience of loneliness throughout a day, while unexpected findings highlight the need for further research.