The purpose of this research was to examine the associations between self-esteem, perceived social competence, ostracism and loneliness among adolescent students. For the investigation of self-esteem and perceived social competence as key developmental constructs concerning negative experiences such as ostracism and loneliness, it is important to understand the experiences that may inhibit individual development in adolescence. Participants were 542 presecondary and secondary school students who completed the Rosenberg Self-Esteem Scale, the Perceived Social Competence Scale, the Ostracism Experience Scale for Adolescents, and the Loneliness Scale for Children. The data were analysed with Pearson moments correlation analysis and multiple regression analysis. Findings showed that: (1) self-esteem, perceived social competence, ostracism and loneliness were related to each other; (2) self-esteem and perceived social competence were negatively related to ostracism and loneliness; (3) ostracism had a positive relationship with loneliness and a negative impact on self-esteem; and (4) an increase in the level of perceived social competence predicted a decrease in the levels of ostracism and loneliness. The results were discussed in the light of relevant literature.