: The computer is part of the information and communication age, and the Internet today is the most used communication tool. Studies have shown that there is a relationship between problematic Internet use and loneliness. The aim of this study was to investigate the relationship between problematic Internet use sub-scales and loneliness. In this study, data were collected from the college students at an Anatolian University in Turkey. The participants of this study consisted of 392 undergraduates. Of the participants, 43% are male (n = 167) and 57% female (n = 225). The average age for the participants is 22 years old. The Problematic Internet Use Scale and the University of California, Los Angeles (UCLA) Loneliness Scale were used as data collection instruments. In the present study, structural equation modeling (SEM) procedures are used to explore the relationships that exist among the variables. The findings of the study revealed that while university students’ social benefit/social comfort of Internet has a direct effect on their excessive Internet use and negative consequences, it is related to the loneliness level indirectly. In addition, it is seen in the research model that with an increase in the negative consequences of the Internet, the loneliness level was raised. Another result from the study is that when university students’ excessive Internet use increased, their loneliness level decreased.