Societies differ significantly in providing people with the possibilities of social integration via marriage and employment, as well as outside marriage and employment. This study focuses on explaining cross-country differences in loneliness due to experiencing life course transitions out of marriage and work. Each individual evaluates his/her relationships in the light of his/her personal standards for an optimal network of social contact. Personal standards and (perceived) reality is highly shaped by the normative context on a traditional-modern continuum that is also gender specific. Beyond looking at whether people have ‘achieved’ status markers of marriage and employment, life course transitions out of marriage and work imply greater loss in social context where such states are more common and normatively strongly ascribed. Using data from the third and the fifth wave of Survey of Health, Ageing and Retirement in Europe (SHARE) we test whether transitions out of marriage and work are differently related to loneliness in later life across Southern (Italy and Spain), Northern (Sweden and Denmark) and East-European (Czech Republic and Estonia) countries. In societies with traditional norms the differences in loneliness between those who have experienced a transition (e.g. divorce) and have not remarried compared to those in first marriage are larger than in societies with modern norms, particularly for men. The results are similar for the transition out of work – the difference being greater between the unemployed and the employed men in societies with traditional norms. Women who experience a transition out of marriage in societies with traditional norms are more likely to be lonely compared to women who experience the same transitions in societies with modern norms. This shows that interdependence has differential effects on mental health – in contexts where interdependence is normatively expected, transitions out of marriage and work are related to loneliness much stronger.