We examine the extent to which coping options endorsed by older adults help alleviate loneliness, and experiences with loneliness influence the coping options. Two ways of coping are distinguished: problem-focused, i.e., improving one’s relationships, and emotion-focused, i.e., lowering one’s expectations about relationships. Loneliness is assessed using three observations over 6 years among 1,033 61- to 99-year-old respondents in the Longitudinal Aging Study Amsterdam. Combining the first two observations yielded four loneliness types: not lonely at T0 and T1, recently lonely, persistently lonely, and recovered from loneliness. Between the second and third observations, respondents were asked to evaluate which coping options lonely peers described in various vignettes had. From this, individual coping scores were calculated. The option to improve relationships did not affect the likelihood of one’s own loneliness, and the option to lower expectations even increased it. Compared to non-lonely respondents, recently lonely ones endorsed both ways of coping equally frequently, persistently lonely ones endorsed improving relationships less frequently and lowering expectations more frequently and recovered respondents endorsed improving relationships equally frequently and lowering expectations more frequently. We conclude that considering various ways of coping does not help alleviate loneliness and that persistently lonely and recovered respondents are at risk of a circular process with loneliness experiences resulting in considering lowering expectations more frequently, which results in a greater likelihood of loneliness, thus contributing to sustaining or re-establishing loneliness.