Loneliness has been linked to emotional knowledge and interpersonal distrust, but it is unknown whether loneliness is mediated or moderated by these variables. Using self-report measures, the relationship between loneliness, interpersonal distrust, and alexithymia (emotional knowledge) was investigated in undergraduate students (N = 224). Analyses showed a direct relationship between alexithymia and social, family and romantic loneliness. We also found that interpersonal distrust might partly mediate this relationship, and that alexithymia and interpersonal distrust interacted to predict social and family loneliness. These findings suggest that links between the different facets of alexithymia, interpersonal distrust and loneliness are complex and multifaceted and are discussed with regard to interventions for young adults.