The article deals with the topic of existential loneliness as a category of poetics, which is reflected in works of the Danish philosopher Søren Kierkegaard and Fyodor Dostoevsky’s novels. The question of typological convergences in the world view of Kierkegaard and Dostoevsky has been discussed in philosophical writings, but the question of literary interpretation of the ontological category of loneliness in books of both of writers has not be raised. Loneliness becomes one of the most important concepts for understanding the evolution of human soul (stages on life’s way) in Kierkegaard philosophy. The theme of loneliness has been developed in Romantic literature and it was one of the central problems for it, but Kierkegaard invents a new understanding of human being and uses the concept “existence” to describe it. The human loneliness in this world becomes both the subject of reflection and the subject of analysis, which displays the existential dialectics. The similar embodiment of the theme of loneliness is also the characteristic of Dostoevsky’s works, where a hero, who tries to find himself, should make his existential choice: to accept or not his own loneliness. And his further life depends on this choice: he can go to the way of spiritual rise or to death. The theme of loneliness is closely related to the concept of despair, which was introduced by Kierkegaard, because it is a human desire to be oneself. In the early Dostoevsky’s books (“The Double”, “Poor Folk”) heroes desire to avoid loneliness abandoning their own self, and it leads to tragedy. In later books, loneliness becomes a way to find oneself with different results: it can lead to the collapse of hero’s life (the man from underground, Smerdyakov, Ivan Karamazov) or to spiritual rise (Raskolnikov, the ridiculous man). Prince Myshkin could except his loneliness and save himself, but he makes a choice in favor of passion. Dostoevsky not only describes the emotional state of his lonely heroes, but he analyzes the phenomenon of loneliness the same way as Kierkegaard does it.