Purpose Previous research has suggested that individuals are mostly prone to loneliness in their later years of life due to being exposed to several risk factors typical of old age. The current study aims to examine possible demographic, health and social determinants of loneliness among older adults in Europe. Methods Data on a nationally representative sample of 5,074 Europeans aged ≥65 years were drawn from the first wave of the Survey of Health, Aging and Retirement in Europe (SHARE, 2004/2005). Frequency of feelings of loneliness was examined according to adverse health conditions, stressful life events and social isolation indicators. Results Female gender, older age, lower socioeconomic status, living unpartnered, being childless and having no activity involvement were significantly associated with frequent feelings of loneliness (p<0.001). The proportion of the respondents who declared to endure loneliness most of the time, compared to none of the time, was significantly higher among Southern Europeans, relative to their Northern counterparts (p<0.001). Recent departure of offspring from the parental nest was a significant predictor of loneliness in both the second (ORs=2.08; 95% CI 1.24-3.48) and the third (ORs=1.75; 95% CI 1.03-2.96) multiple regression models. Conclusion In this sample of older Europeans, several demographic characteristics, specific adverse health conditions, stressful life events and social isolation indicators were associated with feelings of loneliness. Policy initiatives for the alleviation of loneliness in older age should therefore aim at improving psychosocial and health-related difficulties faced by this population.