Although existential loneliness seems to be a natural consequence of being human, some people may experience it more intensely. In this study, it was aimed to investigate whether frustration intolerance, which is one of the basic concepts of Rational Emotive Behavior Therapy and psychological need frustration, which is the basic concept of Self-determination Theory predicted existential loneliness or not. A total of 294 adults were included in the study. The results showed that existential loneliness was directly predicted by frustration intolerance. As a result of the mediation test, all dimensions of psychological need frustration (autonomy frustration, relatedness frustration, and competence frustration) fully mediated the relationship between frustration intolerance and existential loneliness. The place of these findings in the literature was discussed and some recommendations were made.