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The purpose of this study was to determine whether there are significant relationships among social self-efficacy, learned resourcefulness and loneliness. Descriptive method was used in this study. The study group is composed of 473 (247 females, 226 males) randomly selected high school students studying in different high schools in Mugla, Turkey. The data collection tools used in this study included the Social Self-Efficacy Expectation Scale for Adolescents (Bilgin, 1999), Rosenbaum's Learned Resourcefulness Scale (Rosenbaum, 1980) and University of California Los Angeles Loneliness Scale-R (Russell, Peplau, & Cutrona, 1980). Pearson Product-Moment Correlation analysis and multiple regression analysis were employed. Social self-efficacy and learned resourcefulness were found to be significantly correlated to loneliness. A significant relationship was also found between social self-efficacy and learned resourcefulness. A significant effect of social self-efficacy and learned resourcefulness on loneliness was detected.