Background: Research on children's loneliness has been conducted mostly in Western, especially North American, cultures. The purpose of the study was to examine relations between loneliness and social adaptation among children and adolescents in four different societies. Methods: A total of 2263 children from grade 3 to grade 6, aged 9 to 12 years, in Brazil, Canada, P. R. China, and Southern Italy participated in the study. The participants completed a self-report measure of loneliness. Information about social behaviors and peer relationships was obtained from peer assessments. Results: Multi-group analyses revealed that the overall patterns of relations among social behaviors, peer relationships and loneliness differed across the samples. Specifically, sociability was positively associated with peer relationships and made negative indirect contributions to loneliness through peer relationships in all four samples. Aggression made significant indirect contributions to the prediction of loneliness in Chinese children, but not in other samples. Shyness-sensitivity was associated with loneliness directly in Brazilian and Italian children and indirectly through peer relationships in Canadian children, but not associated with loneliness in Chinese children. Conclusions: The results suggest that the nature of children's loneliness may be affected by the broad socio-cultural context.