This chapter contextualizes the earliest reference to ‘loneliness’ listed in the OED, from Sir Philip Sidney’s The Countess of Pembroke’s Arcadia (1590). Although Sidney was not the very first writer to record the terms ‘lonely’ or ‘loneliness’, digital word-searches in the Early English Books Online database suggest he was the first writer to use both the terms ‘lonely’ and ‘loneliness’ more than once in a single text. Loneliness, for Sidney, not only describes a sensation of tediousness that can result from being far away from a particular person but also tends to summon an experience of melancholy, which was often thought in this period to result from being located in spaces far from society. Early dictionaries show that this link between ‘loneliness’ and ‘melancholy’ was widespread. This history helps to explain the association between loneliness and dejection, which is now central to the term’s definition.