Our minds wander for half of our waking time, and evidence suggests that a wandering mind is often an unhappy one. However, the specific contents of unpleasant thoughts and feelings during mind wandering remain undiscovered. Here, we aim to investigate if mind wandering may closely relate to feelings of loneliness, such as experiencing a sense of being left out and isolated from others, within a cross-cultural context. Our study involved participants from the general populations of China (N= 1123) and Germany (N= 1018), surveyed between December 2021 and February 2022. Using an online survey tool, we assessed self-reported mind wandering (measured by the Mind Wandering Spontaneous and Deliberate Scale) and loneliness (measured by the UCLA Loneliness Scale), while controlling for self-esteem (measured by the Rosenberg Self-Esteem Scale), self-efficacy (measured by the General Self-efficacy Scale), and mental health status (measured by the General Health Questionnaire). Strikingly, we found that approximately half of the respondents in both China and Germany reported feelings of loneliness (49.8% in China versus 49.5% in Germany, p= 0.936). Regression analysis further revealed that higher levels of self-reported spontaneous (β = 0.04, p= 0.047) and deliberate mind wandering (β = 0.05, p= 0.009) were associated with higher levels of loneliness, even after controlling for sociodemographic variables, self-esteem, self-efficacy, and mental health status. These findings suggest that loneliness is a pervasive experience across cultures and may serve as a driving factor underlying unpleasant thoughts and feelings during episodes of mind wandering.