The author investigated the role of individual characteristics (self-esteem, social anxiety, and self-reported classroom participation) and peer reactions (peer-perceived shyness, peer nominations) in classroom loneliness in a sample of 704 preadolescent boys (360) and girls (344). It was hypothesized that classroom participation functions as a mediator between self-esteem and peer responses. Using structural equation modeling, a measurement model and path models with and without self-esteem were generated. Model 1 confirmed the central role of self-esteem and the mediating function of classroom participation. Model 2 (without self-esteem) showed similar effects for social anxiety. The author proposes possible interventions that address classroom participation rather than loneliness or self-esteem per se. (Contains 3 tables and 2 figures.)