Loneliness and depression are mental health problems prevailing in United States as well as the world. The primary goal of this study was to identify risk and protective factors associated with loneliness and depression at the individual, interpersonal and community levels among adults living on Mississippi Gulf Coast. Survey data on 310 adults from three coastal counties was analysed. Bivariate analyses and multiple logistic regression analyses were performed to determine correlates and predictors of loneliness and depression. Bivariate analyses showed that loneliness was correlated with marital status, insurance, income, perceived social support and community resilience. Depression was found to be correlated with marital status, insurance, education, income, perceived social support and community resilience. As expected, a significant correlation was found between loneliness and depression. Multiple logistic regression analyses revealed that race, marital status, income, perceived social support and community resilience predicted loneliness, while income and perceived social support served as predictors of depression. Results make it clear that in addition to addressing individual and interpersonal factors, community is important in reducing the incidence of loneliness.