Early in his career, David Hume was plagued by melancholy, which in the 18th century was still identified as a physiological malady that was both caused by loneliness and the cause of loneliness. In large part the philosophy Hume developed in his Treatise of Human Nature was in response to the problem of melancholy as he tried to free himself from the solitary reflections that occasioned it and join with others in less reflective social relationships. This essay demonstrates the crucial role melancholy and loneliness played in Hume’s philosophical thinking while also illuminating how they were understood by learned people in 18th-century Anglophone philosophy.