Background <p>Loneliness in adolescence is a serious threat to quality of life. The purpose of this study was to examine the association between loneliness and ease of communication with parents and friends, and whether the association was different for boys and girls.</p> Methods <p>The study used data from the Danish arm of the international Health Behaviour in School-aged Children (HBSC). The surveys in 2010, 2014 and 2018 included nationally representative samples of students in the age groups, 11-, 13- and 15-year-olds (<i>n</i> = 10,425). Loneliness was measured by one item and ease of communication with parents and friends by the HBSC Ease of Communication Measure. Multilevel multivariate logistic regression was applied to study the associations between ease of communication and loneliness. Stratified analysis and interaction analysis tested the modifying effect of sex on the associations.</p> Results <p>The prevalence of loneliness wa 4.3% among boys and 7.6% among girls. There was a strong negative association between loneliness and ease of communication. Compared to participants who found it very easy to communicate with their parents, those who found it very difficult were more likely to feel lonely (OR: 7.64, 95% CI: 5.74–10.15). The association was stronger for girls (OR: 11.89 (8.30-17.02)) than for boys (OR: 3.70 (1.98–6.91)). Similarly, participants who found it very difficult to communicate with friends were more likely to feel lonely than those that found it very easy (OR: 7.71 (5.87–10.12)), again this was stronger among girls (OR: 11.96 (8.19–17.47)) than boys (OR: 4.33 (2.61–7.17)). Analyses of statistical interaction showed that sex was a strong additive effect modifier of these associations.</p> Conclusion <p>The study found a remarkably strong negative association between loneliness and ease of communication with parents and friends, especially for girls.</p>