From the Oxford American Dictionaries sitting on my desktop:

lonely |ˈlōnlē| adjective ( -lier , -liest )
sad because one has no friends or company : lonely old people whose families do not care for them.
• without companions; solitary : passing long lonely hours looking onto the street.
• (of a place) unfrequented and remote : a lonely stretch of country lane.
DERIVATIVES
loneliness noun

solitude
noun
1 she savored her solitude loneliness, solitariness, isolation, seclusion, sequestration, withdrawal, privacy, peace.
2 (solitudes) : solitudes in the north of the state wilderness, rural area, wilds, backwoods; desert, emptiness, wasteland; the bush, backcountry;
informal the sticks, the boondocks.

THE RIGHT WORD

Loneliness, which refers to a lack of companionship and is often associated with unhappiness, should not be confused with solitude, which is the state of being alone or cut off from all human contact (: the solitude of the lighthouse keeper). You can be in the midst of a crowd of people and still experience loneliness, but not solitude, since you are not physically alone. Similarly, if you enjoy being alone, you can have solitude without loneliness. Lonesomeness is more intense than loneliness, suggesting the downheartedness you may experience when a loved one is absent ( | she experienced lonesomeness following the death of her dog). Desolation is more intense still, referring to a state of being utterly alone or forsaken ( | the widow’s desolation). Desolation can also indicate a state of ruin or barrenness ( | the desolation of the volcanic islands). Alienation, disaffection, and estrangement have less to do with being or feeling alone and more to do with emotions that change over time. Alienation is a word that suggests a feeling of unrelatedness, especially a feeling of distance from your social or intellectual environment ( | alienation from society). Disaffection suggests that you now feel indifference or even distaste toward someone of you were once fond of ( | a wife’s growing disaffection for her husband), while estrangement is a voluntary disaffection that can result in complete separation and strong feelings of dislike or hatred ( | a daughter’s estrangement from her parents).