OBJECTIVES: To examine which factors are associated with feeling lonely in Moscow, Russia, and to determine whether loneliness is associated with worse health. STUDY DESIGN: Cross-sectional study. METHODS: Data from 1190 participants were drawn from the Moscow Health Survey. Logistic regression analysis was used to examine which factors were associated with feeling lonely and whether loneliness was linked to poor health. RESULTS: Almost 10% of the participants reported that they often felt lonely. Divorced and widowed individuals were significantly more likely to feel lonely, while not living alone and having greater social support reduced the risk of loneliness. Participants who felt lonely were more likely to have poor self-rated health (odds ratio [OR]: 2.28; 95% confidence interval [CI]: 1.38-3.76), and have suffered from insomnia (OR: 2.43; CI: 1.56-3.77) and mental ill health (OR: 2.93; CI: 1.88-4.56). CONCLUSIONS: Feeling lonely is linked to poorer health in Moscow. More research is now needed on loneliness and the way it affects health in Eastern Europe, so that appropriate interventions can be designed and implemented to reduce loneliness and its harmful impact on population well-being in this setting.