Loneliness among young adults is a growing concern worldwide, posing serious health risks. While the human ecological framework explains how various factors such as socio-demographic, social, and built environment characteristics can affect this feeling, still, relatively little is known about the effect of built environment characteristics on the feelings of loneliness that young people experience in their daily life activities. This research investigates the relationship between built environment characteristics and emotional state loneliness in young adults (aged 18–25) during their daily activities. Leveraging the Experience Sampling Method, we collected data from 43 participants for 393 personal experiences during daily activities across different environmental settings. The findings of a mixed-effects regression model reveal that built environment features significantly impact emotional state loneliness. Notably, activity location accessibility, social company during activities, and walking activities all contribute to reducing loneliness. These findings can inform urban planners and municipalities to implement interventions that support youngsters’ activities and positive experiences to enhance well-being and alleviate feelings of loneliness in young adults. Specific recommendations regarding the built environment are (1) to create spaces that are accessible, (2) create spaces that are especially accessible by foot, and (3) provide housing with shared facilities for young adults rather than apartments/studios.