The COVID-19 pandemic may have caused people to feel isolated, left out, and in need of companionship. Effective strategies to cope with such unrelenting feelings of loneliness are needed. In times of COVID-19, we conducted a smartphone-based ecological momentary assessment (EMA) study with 280 lonely participants in Germany over 7 months, where a long and hard second national lockdown was in place. Each participant reported their daily loneliness and coping strategies for loneliness once in the evening for 7 consecutive days. We found that managing emotions and social relationships were associated with decreased feelings of loneliness, while using a problem-focused coping strategy was associated with increased feelings of loneliness amid COVID-19. Interestingly, managing emotions was particularly effective for easing loneliness during the second lockdown. Females tend to use more emotion-focused coping strategies to overcome their loneliness compared to males. Our study highlights the importance of managing emotions against loneliness throughout the COVID-19 pandemic in Germany. Designing technology that provides emotional support to people may be one of the keys to easing loneliness and promoting well-being.