I don’t agree with Sophia Wang. So I look up these words in Chinese dictionary(现代汉语词典). Here is my answer. 寂寞、孤單、孤獨、孤寂 These four words are similar. All of them can mean alone and lonely. But there is a subtle difference. 1、寂寞 is synonymous with 孤寂. Both of them are more likely focused on the lonely feeling. In the daily life , 寂寞 is more colloquial/casual. 孤寂 is more formal/written. I will say “我很寂寞” and never say “我很孤寂”. When you write a composition, you can write down “他一个人呆在家里，感到十分孤寂。” 2、孤單 is synonymous with 孤獨. Both of them put more emphasis on the fact that you are alone. 孤單is a little bit more about the fact that you are alone (vs 孤獨) . Sometimes it means you don’t have enough power to fight against others. I think they can be exchangeable mostly.

寂寞，是用在缺少情感（尤其是爱情）的人身上，比如，他很寂寞，想找一个女朋友。 孤单，是指一个人看起来只有一个人，每天一个人生活，没有朋友。比如，他不孤单，因为他有影子陪伴。 孤独，是指比“孤单”更“孤单”的人的状态，甚至有点可悲，带一点儿“悲剧色彩”，比如，这个老人很孤独，子女都死了，白发人送黑发人。 孤寂，是用来形容环境的，没有声音，没有生机，比如，孤寂的山村安静得让人害怕。