Absolutely! I can be in a room full of people I know, and still feel lonely.

Weird, isn't it?
There can be people who know you, and then there are people who KNOW you, if you get what I mean.

The only person who REALLY knew me -- my best friend -- died a few months ago and I miss her terribly.
So, we have to try to fill our lives with other things. Perhaps join clubs, or volunteer, or develop some hobbies.