While loneliness for short periods of time is normal, prolonged loneliness has severe health risks. This study aims to discover what loneliness trajectories can be found in a cohort of adolescents, how belongingness to different groups may be associated with these trajectories, and the mental, physical, and academic consequences of these trajectories. Adolescents (N = 2,765) born in the year 2000 and attending Helsinki schools participated in annual surveys from 2013 to 2019. We conducted latent profile analyses and equality of means tests to find the number of trajectories and their associations with potential preventive and consequential factors. Our analyses resulted in six profiles: "Stable high" (4.8%), "Low becomes volatile (8.1%), "Moderates with a 7th-grade peak" (9.3%), "Winding down" (11.9%), "Winding up" (15.5%), and "Stable low" (50.5%). In general, trajectories that started with high loneliness reported lower belongingness to groups (i.e., friends, school, hobby, home, and society) than trajectories that started with low loneliness. Adolescents following the "Stable high" loneliness trajectory reported the worst mental well-being and school burnout outcomes, but there were no associations with drug use. Belongingness to friends, school, hobbies, home, and national and international society may be more protective against loneliness than belongingness to religious communities in some areas. It would behoove adolescent health experts to investigate how groups can prevent prolonged loneliness and its consequences.