Yes of course I have felt that way. I turn to God in such moments, to my family, my friends,etc. I suffered depression whne i was young. If you feel empty then you need to ask some real questions about your life and talk to those whose advice you value about it. 

ya, it's good advice. sometimes, it's hard to sharing that's i felt to family or friends. i don't know why? so i just pray to God or usually i reading books. 

Thomas Wolfe, writing in "God's Lonely Man" (undated as an essay) Excerpt:

"The whole conviction of my life now rests upon the belief that loneliness, far from being a rare and curious phenomenon, peculiar to myself and to a few other solitary men, is the central and inevitable fact of human existence. When we examine the moments, acts, and statements of all kinds of people -- not only the grief and ecstasy of the greatest poets, but also the huge unhappiness of the average soul…we find, I think, that they are all suffering from the same thing. The final cause of their complaint is loneliness." ------Thomas Wolfe --see @:
http://www.philosophicalsociety.com/Archives/An%20Existential%20View%20Of%20Loneliness.htm

   I use the Paradoxical  Technique primarily.  I increase or amplify the feeling and operate  within  the feeling of loneliness,  deriving as much as I can about the truth of the moment.  It also educates each of us to the reality that our fellow man faces.  Certainly,  we feel lonely, but it would be an utter mistake for us to presume that other people do not feel the same way.

   After a while, one can get a feeling of deep peace living within the feeling of total aloneness.

This decreases the feeling of "needing" others.

  Of course, the one trap  that we all face in such moments is the habit of wallowing in  self pity.

Nothing so much blocks a person's progress in life  as the self-centeredness associated with feeling sorror for one's own circumstance.

   Focusing our thoughts  and actions upon being useful to others is  a powerful way of moving out of and away from thoughts of Self.  Self-Forgetting  is the usual  mystic path. So long as a person  thinks only of themself,  they are not going to advance   very well.

   Care for others has always been a means to  improve one's own situation.

Like everybody, sometimes I have that feeling too. What I always do is finding something to do and make myself busy. I usually just spend time on learning something that I like like Spanish and Italian and also spend time online talking with my language partners. It´s simple but it helps a lot.