Loneliness is one of the main issues in Western societies. Internet advances in recent years have made us a more connected society than ever, but despite this, loneliness is increasing. For survival and advancement, human beings need others to satisfy their needs for affection, belonging, and recognition. Thus, loneliness arises from the discrepancy between desired and actual social and intimate relationships. Research indicates that feelings of loneliness can be understood as a stressor, and it is related to several adverse consequences for physical and psychological health. This feeling can be experienced throughout life, although it is more frequent among the older population. All of this emphasizes the importance of studying loneliness and its influence on the well-being of our society. In this doctoral thesis, loneliness is addressed in relation to different stressors (Early Life Stress (ELS) and stress during adulthood) and different subjective (psychological, physical, and subjective cognitive decline (SCD)) and objective (basal Hypothalamic-Pituitary-Adrenal axis (HPA axis) functioning measures and biomarkers of Alzheimer’s Disease (AD) and Cerebrovascular Disease (CVD) pathology) health indicators in young, middle-aged, and older healthy people. The first chapter is a general introduction to the studies included in this thesis. Briefly, it describes the current literature on loneliness and its relationship with stress and health. In the first place, it presents the relationship between adverse experiences in the early stages of life and feelings of loneliness during adulthood. Likewise, it points out that loneliness can be understood as a stressor, and some studies that report its effects on physical and psychological health are presented. In addition, the literature on the relationship of both ELS and loneliness with the basal HPA axis functioning is reviewed because it is an important endocrine system involved in health and stress. Finally, the chapter describes the latest research on the possible role of loneliness in the context of SCD, suggested as the earliest preclinical stage of AD, and its relationship with early brain pathology of AD or CVD. The last part of the chapter includes the main aims and hypotheses of this doctoral thesis. The following three chapters describe the three studies in this doctoral thesis. Each of these chapters contains a brief introduction that describes the most important related literature, the specific methodology used and results found, and a discussion of the main findings. In the second chapter, the first study is explained. This study examines the role of loneliness as a mediator between early life stress and its relationship with the perception of stress and the basal HPA axis functioning during adulthood in healthy young and middle-aged people. In the third chapter, the second study is described, which analyzes loneliness and its association with subjective psychological and physical health and basal HPA axis functioning in healthy middle-aged and older people and whether these associations differ depending on sex. Finally, in this chapter, we explore the basal HPA axis functioning as an underlying mechanism in the relationship between loneliness and health. The fourth chapter includes the third study. This study investigates the role of loneliness in the context of SCD as a possible early indicator of AD and CVD in cognitively unimpaired older people. The fifth chapter discusses the main findings of the empirical studies mentioned above. The limitations and strengths of these studies are also discussed, as well as directions for future studies. The Sixth chapter includes the main conclusions. Finally, the seventh chapter consists of a summary of the present doctoral thesis in Valencian.