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In this study, we investigated associations between the characteristics of the neighborhoods in which young adults live and their feelings of loneliness, using data from different sources. Participants were drawn from the Environmental Risk Longitudinal Twin Study. Loneliness was measured via self-reports at ages 12 and 18 years and also by interviewer ratings at age 18. Neighborhood characteristics were assessed between the ages of 12 and 18 via government data, systematic social observations, a resident survey, and participants’ self-reports. Greater loneliness was associated with perceptions of lower collective efficacy and greater neighborhood disorder but not with more objective measures of neighborhood characteristics. Lonelier individuals perceived the collective efficacy of their neighborhoods to be lower than did their less lonely siblings who lived at the same address. These findings suggest that feelings of loneliness are associated with negatively biased perceptions of neighborhood characteristics, which may have implications for lonely individuals’ likelihood of escaping loneliness.