Evidence on the intergenerational continuity of loneliness and on potential mechanisms that connect loneliness across successive generations is limited. We examined the association between loneliness of (G0) parents (859 mothers and 570 fathers, mean age 74 years) and their children (G1) (433 sons and 558 daughters, mean age 47 years) producing 991 parent–offspring pairs and tested whether these associations were mediated through subjective socioeconomic position, temperament characteristics, cognitive performance, and depressive symptoms. Mean loneliness across parents had an independent effect on their adult children’s experienced loneliness (OR = 1.72, 95% CI 1.23–2.42). We also found a robust effect of mothers’ (OR = 1.64, 95% CI 1.17–2.29), but not of fathers’ loneliness (OR = 1.47, 95% CI 0.96–2.25) on offspring’s experienced loneliness in adulthood. The associations were partly mediated by offspring depressive (41–54%) and anxiety (29–31%) symptoms. The current findings emphasize the high interdependence of loneliness within families mediated partly by offspring’s mental health problems.