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Description: Previous research differentiated between emotional loneliness (perceived lack of emotional connection with others) and social loneliness (perceived lack of a broader social network). We argue that physical loneliness (perceived lack of physical contact) constitutes a third dimension of loneliness that is particularly relevant in times of physical distancing. We conducted a longitudinal experience sampling study (N = 578) during the first eight weeks of the COVID-19 lockdown in Germany to test this claim. The results indicate that loneliness has a three-dimensional structure encompassing emotional, social and physical loneliness. Each loneliness dimension explained unique variance in perceived stress and psychological well-being. However, the three loneliness dimensions differed in their prevalence during the contact restrictions and their associations with age and personality. Physical loneliness was higher during the contact restrictions whereas emotional and social loneliness remained on a normal level. Age was positively associated with social loneliness but negatively associated with physical loneliness. Extraversion was negatively associated with emotional and social loneliness but positively associated with physical loneliness. These findings expand loneliness models, enhance loneliness assessment and improve the prediction of vulnerability to loneliness.