The aim of the study was to examine the mediation role of problem solving skills on the relationship between learned resourcefulness and loneliness. Mediation model tested using data collected from 211 Turkish university students. Rosenbaum's Self-Control Schedule, Problem-solving Inventory, and UCLA Loneliness Scale were used to collect the data in this study. The effect of learned resourcefulness on loneliness and the mediation role of problem solving skills in this relationship were analyzed by hierarchical multiple linear regression analysis. The significance of the mediation of problem solving skills was examined by the Sobel test. Analyses revealed that learned resourcefulness predicted loneliness significantly, and that problem solving skills showed full mediation in this relationship. When the effects of problem solving skills were controlled, learned resourcefulness could not predict loneliness, significantly. Findings of the study emphasized that the use of only cognitive strategies could relatively be less effective to reduce loneliness. However, using cognitive coping strategies, such as learned resourcefulness, along with behavioral processes could help weaken loneliness. Therefore, in the psycho-educational programs or counseling sessions, it would be useful to implement interventions that enhance problem solving skills whose behavioral aspect outweighs, and cognitive skills such as learned resourcefulness. The significance and limitations of the findings were discussed.