The objective of the present study was to investigate the relationship between loneliness, self-esteem, self-efficacy, and gender among United Arab Emirates college students. The respondents were 495 college students from Al Ain University of Science and Technology. The sample was stratified by sex. Among the respondents, 59% were female students and 41% were male students. The mean age of the sample was 21.8 years ranging from 18 to 36. Loneliness was measured by Revised UCLA Loneliness Scale (Version 3) (Russell, 1996), while self-esteem was measured by Rosenberg Self-esteem Scale (Rosenberg, 1965). General Self-efficacy Scale (Jerusalem and Schwarzer, 1979) measured self-efficacy. The findings of the study showed that females reported higher loneliness compared to their males counter mates. Lower self-esteem and lower self-efficacy were associated with high levels of loneliness. However, self-esteem emerged as the most significant predictor of loneliness accounting for 22.9% of the variance, self-efficacy and gender each accounted for an additional 6.5% of the variance in loneliness. All three predictors explained 29.4% (R = .543) of total variance. Loneliness has been associated with various negative emotions and behaviors. Therefore, it is of great value to explore the predictors of loneliness and find effective ways to reduce lonely feelings among college students.