Given the high prevalence of common mental disorders (CMDs) and individuals living alone in the United Kingdom, the goal of this study using English nationally representative data was to examine the association between living alone and CMDs, and to identify potential mediating factors of this association. The data were drawn from the 1993, 2000 and 2007 National Psychiatric Morbidity Surveys. CMDs were assessed using the Clinical Interview Schedule-Revised (CIS-R), a questionnaire focusing on past week neurotic symptoms. The presence of CMDs was defined as a CIS-R total score of 12 and above. Multivariable logistic regression and mediation analyses were conducted to analyze the association between living alone and CMDs, and to identify mediators in this association. The prevalence of CMDs was higher in individuals living alone than in those not living alone in all survey years. Multivariable analysis showed a positive association between living alone and CMDs in all survey years (1993: odds ratio [OR] = 1.69; 2000: OR = 1.63; and 2007: OR = 1.88). Overall, loneliness explained 84% of the living alone-CMD association. Living alone was positively associated with CMDs. Interventions addressing loneliness among individuals living alone may be particularly important for the mental wellbeing of this vulnerable population.