Loneliness has reached epidemic proportions globally, posing serious risks to mental and physical health. As social media platforms increasingly mediate social interaction, understanding their relationship with loneliness has become urgent. While survey-based research has examined social media use and loneliness, findings remain mixed, and little is known about when and how often people engage with social media, or about whether different types of platforms are differently associated with loneliness. Web trace data now enable objective examination of these behavioral dimensions. We asked whether objectively measured patterns of social media engagement differ between lonely and non-lonely individuals across devices and platform types. Analyzing six months of web trace data combined with repeated surveys ($N=589$ mobile users; $N=851$ desktop users), we found that greater social media use was associated with higher loneliness across both devices, with this relationship specific to social media rather than other online activities. On desktop, lonely individuals exhibited shorter sessions but more frequent daily engagement. Lonely individuals spent more time on visual-sharing ($g = -0.47$), messaging ($g = -0.36$), and networking-oriented platforms on mobile. These findings demonstrate how longitudinal web trace data can reveal behavioral patterns associated with loneliness, and more broadly illustrate the potential of digital traces for studying other psychological states. Beyond research, the results inform the responsible design of digital interventions and platform features that better support psychological well-being across different technological contexts.

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