This article examines the attributional style of lonely and depressed people. Previous studies have suggested that both lonely and depressed individuals ascribe failure to characterological defects in themselves. However, the prototype of a lonely person and the prototype of a depressed person suggest that this characteristic attributional style should mainly hold for interpersonal failures. A questionnaire was formed, consisting of 20 hypothetical situations. Half of the situations were interpersonal, and half were not; half described successful outcomes, and half described failures. The subject selected an attributional alternative that best explained the outcome. The questionnaire was administered to 304 students, along with the Beck Depression Inventory and the UCLA Loneliness Scale. The results showed that lonely and depressed people ascribe interpersonal failures to unchangeable characterological defects in themselves (e.g., a lack of ability). Because the prototype of a lonely person is more singularly interpersonal than is the prototype of a depressed person, we hypothesized that loneliness would show higher correlations with the attributional style. This hypothesis was also confirmed. The findings were replicated using a modified version of the questionnaire.