Homosexuality
The main theme of the novel is homosexuality, chiefly, how it is viewed by polite society, and the way in which the lives of the main characters are affected by their sexual orientation.
Stephen is a homosexual woman, who was given a boy's name because her parents were expecting to have a boy. For most of her adolescence she knows that she has crushes on women, but she does not know that this is a feeling that has a name. She also feels that she wants to be a boy rather than a girl. As she gets older, she realizes that she is falling in love with a woman and that this love is as strong and real as the love between her mother and her father. She still does not know that this has a name until she goes into her father's study after his death and reads his research notes and some of the books on his private bookshelf. She learns that she is an invert - the polite name for homosexual.
Homosexuality in the upper classes was not something that was easily accepted, and so Stephen's mother sees her as an aberration. She is not supportive at all of her sexuality. This is also an experience shared by Mary, who feels alienated by polite society in Paris when she is living with Stephen.
Gender Identity
Without mentioning it as a subject, another of the themes of the book is gender identity; from the moment her life begins Stephen feels that she was born the wrong gender, and the name her parents give her seems to support this theory. She is not even shaped like a female child, with narrow hips and an androgynous figure as she enters puberty. She does not identify as a woman; she wants to live as a man, to cut her hair short, to wear men's clothes. Although it is not addressed specifically, the theme of gender identity is present throughout the novel because it informs the person that Stephen is and the relationships that she has.
A Judgemental Society
Polite society does not accept homosexual women or men. There is even a name given to homosexuals by psychologists that polite society finds more palatable; "inverts" are those who have a genetic make up different to the rest of their gender and so feel attracted to the same sex. Stephen has the support of her father, but not of her mother, who views her as something abnormal. This opinion is shared by her neighbor Angela's husband when he finds out that Stephen has been sending love letters to his wife.
Similarly, in Paris, Mary feels lonely because she is alienated from the polite society in which she was raised. She is rejected because she lives with another woman something that they will not accept.
Loneliness
As part of the title of the book, loneliness is also one of its themes. Both Stephen and Mary experience incredible loneliness. Although they come together and momentarily seem to have a respite from it, eventually loneliness finds them again. Mary becomes lonely when Stephen begins working on her writing again. Stephen knows that she she cannot give Mary what she needs to make her truly happy and so engineers a situation in which she drives Mary into her best friend Martin's loving arms, but in doing so becomes lonely again herself, a feeling she has experienced since childhood.