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Introduction Several studies have documented increases in adolescent loneliness and depression in the U.S., UK, and Canada after 2012, but it is unknown whether these trends appear worldwide or whether they are linked to factors such as economic conditions, technology use, or changes in family size. Methods The Programme for International Student Assessment (PISA) survey of 15- and 16-year-old students around the world included a 6-item measure of school loneliness in 2000, 2003, 2012, 2015, and 2018 (n = 1,049,784, 51% female) across 37 countries. Results School loneliness increased 2012–2018 in 36 out of 37 countries. Worldwide, nearly twice as many adolescents in 2018 (vs. 2012) had elevated levels of school loneliness. Increases in loneliness were larger among girls than among boys and in countries with full measurement invariance. In multi-level modeling analyses, school loneliness was high when smartphone access and internet use were high. In contrast, higher unemployment rates predicted lower school loneliness. Income inequality, GDP, and total fertility rate (family size) were not significantly related to school loneliness when matched by year. School loneliness was positively correlated with negative affect and negatively correlated with positive affect and life satisfaction, suggesting the measure has broad implications for adolescent well-being. Conclusions The psychological well-being of adolescents around the world began to decline after 2012, in conjunction with the rise of smartphone access and increased internet use, though causation cannot be proven and more years of data will provide a more complete picture.