Alone

 without any other people 单独地，独自地

1. She’s afraid of going out alone at night.

她害怕夜晚独自出去。

2. He was left alone, with no one to look after him.

留下他孤苦伶仃一个人，没有人照顾。

3. She lives all alone in that large house.

她独自一人住在那所大房子里。

 sad and unhappy, without any friends 孤单的，单独的，独自一人的

1. I’v been so alone since you went away.

自从你离开之后，我非常孤单。

2. She watches TV when she is alone.

独自一人时，她便看电视。

3. I don’t feel secure when I’m alone in the house.

我一个人在家时感到不安全。

Lonely

 unhappy because you have no friends or people to talk to  寂寞的，孤独的，孤寂的

1. He felt lonely without his wife and children.

少了妻子和孩子的陪伴，他感到很孤独。

2. She feels rather lonely in the strange town.

在这座陌生的城市里，她感到很寂寞。

3. He was very lonely at first when he moved to London.

他当初刚到伦敦时感到很孤单。

【注意】

1. “alone”可以用作副词和形容词，而”lonely”是形容词。

2. “alone”多用于强调外在的状态，表示独自一人，并没有太强的感情色彩；而”lonely”着重强调内心的孤寂，带有较强的感情色彩。