The aim of the current investigation was to compare a direct versus an indirect approach for measuring loneliness by comparing the one-item Center for Epidemiologic Studies Depression Scale, representing the direct approach, with the shortened version of the Revised UCLA Loneliness Scale, representing the indirect approach, using approximately 2,000 observations from the 2002 Health and Retirement Study. The authors artificially identified a cut point of ≥6 on the three-item Revised UCLA Loneliness Scale to potentially yield the most similar results to the single-item scale and demonstrate the best sensitivity and specificity. Nonetheless, a high rate of respondents (57%) who reported being lonely on the direct item were classified as not lonely on the indirect scale. Inconsistency between the two approaches was also evident with regard to the associations between loneliness and age, as well as with education. These findings indicate that the different measures of loneliness provide a somewhat different picture of both the prevalence of loneliness and the characteristic of the people who suffer from it.