We examined the relationship between loneliness and health among young adolescents. We also investigated the validity of a single-item measure of loneliness by comparing this to a composite score. The current data come from a nationally representative sample of 11- to 15-year-old adolescents (=3305; =52%) from Denmark collected in 2014 as part of the Health Behaviour in School-aged Children (HBSC) collaborative cross-national survey. A series of binary logistic regressions showed that higher loneliness among adolescents, whether measured using the single- or multi-item measurement, was associated with poorer self-rated health, higher frequency of headache, stomach ache, backache, difficulties sleeping, greater sleep disturbance and more instances of feeling tired in the morning. Those associations were relatively consistent across sex and age groups.