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Background: The mitigation strategies employed against the COVID-19 pandemic have severe mental health consequences. In particular, as a result of the social distancing protocols, loneliness is likely to increase. This study investigates (a) potential risk and resilience factors for loneliness in the Norwegian population during the strict social distancing non-pharmacological interventions (NPIs) implemented against the pandemic and (b) the associations between loneliness and psychopathology symptoms. Methods: A survey was disseminated online to the adult Norwegian population when strict social distancing measures had been implemented for 2 weeks. The resulting sample of 10,061 respondents was unproportionate in terms of gender and educational level and thus sensitivity analyses were conducted. The levels of loneliness were compared across demographic sub-groups, and regression analyses were conducted to identify potential risk and resilience factors for loneliness and associations between loneliness and psychopathology symptoms. Results: Among the stable factors, being single and having a psychiatric diagnosis were related to more loneliness with small effect sizes. Among the state risk factors, more rumination and worry in general were associated with stronger loneliness, showing a medium effect size. Among the coping behaviors examined, doing new things at home not done otherwise was negatively related to loneliness, with a small effect size. Loneliness was associated with both depression and anxiety with small effect sizes when all potential confounders and psychiatric diagnosis were controlled for. The relationship to depression was more marked than the relationship to anxiety. Conclusions: The findings suggest that singles and those with a psychiatric diagnosis were most affected by loneliness during the implementation of social distancing measures to impede the coronavirus. The results support the link between loneliness and depression and anxiety symptoms. The results of the analysis of potential risk and resilience factors point to intervention targets for reducing loneliness during pandemic crises.