Loneliness is linked to declining physical health across cardiovascular, inflammatory, metabolic, and cognitive domains. As a result, loneliness is increasingly being recognized as a public health threat, though the mechanisms that have been studied do not yet explain all loneliness-related health risk. Potential mechanisms include loneliness having 1.) direct, causal impacts on health, possibly maintained by epigenetic modification, 2.) indirect effects mediated through health-limiting behaviors, and 3.) artifactual associations perhaps related to genetic overlap and reverse causation. In this scoping review, we examine the evidence surrounding each of these pathways, with a particular emphasis on emerging research on epigenetic effects, in order to evaluate how loneliness becomes biologically embedded. We conclude that there are significant gaps in our knowledge of how psychosocial stress may lead to physiological changes, so more work is needed to understand if, how, and when loneliness has a direct influence on health. Hypothalamic-pituitary adrenocortical axis disruptions that lead to changes in gene expression through methylation and the activity of transcription factor proteins are one promising area of research but are confounded by a number of unmeasured factors. Therefore, wok is needed using causally informative designs, such as twin and family studies and intensively longitudinal diary studies.