Like bear234 said, "alone" is factual (objective), and "lonely" is a feeling (subjective). "He is alone." = There is no one else there. "He is lonely." = He feels alone and sad. People can feel lonely even if there are other people around.

this is french zone man.... plz make sure that r ask your questions in the right zone... alone: someone or something is unique. ---- objectively lonely: someone is alone and he has the feeling. ---- subjectively for example, this car is alone there. --- this means that that car is unique, there is no more car like it. I am lonely because all of my friends left. ------- all of my friends left, so I do everything alone, so I feel lonely.