Loneliness has gained increasing attention as a public health concern, given its close links to impaired emotional well-being and its impact on mental and physical health. To better understand the occurrence and persistence of loneliness, it is crucial to investigate cognitive processes that may sustain it. Repetitive negative thinking (RNT) has been proposed as one such process. Yet, evidence on the dynamic interplay between loneliness, RNT, and affect in daily life remains scarce. The present study employed an ecological momentary assessment (EMA) design in a non-clinical sample of 39 female undergraduates (M = 20.87 years ± 2.70). Participants reported on their momentary loneliness, RNT, and affect levels eight times per day over a period of seven days using pseudorandomized prompts within a 12-hour daily time window. Lagged mixed-effects models were used to examine within- and between-person associations, controlling for prior levels of the respective variables. Analyses revealed that loneliness was reliably associated with subsequent increases in negative affect and decreases in positive affect. Moreover, individuals with a stronger general tendency to engage in RNT also reported higher levels of overall loneliness, whereas short-term fluctuations in RNT did not predict subsequent momentary loneliness. Importantly, loneliness displayed strong inertia, such that once present, it tended to persist over time. Our findings suggest that loneliness contributes to a self-reinforcing cycle of maladaptive cognition and affect, highlighting its relevance as a potential target for clinical intervention.