(1) The aim of the research was to try to define the mediating role of depression in the relationship between addiction to shopping and work and loneliness, understood in terms of general loneliness among Polish women. (2) The study was conducted among 556 women. The research was carried out with the use of the diagnostic survey method, using the questionnaire technique: the De Jong Gierveld Loneliness Scale, the Purchasing Behavior Scale, the Work Addiction Risk Test, Beck Depression Inventory, and our own questionnaire. (3) Depression is a mediator in the relationship between the feeling of loneliness and the degree of addiction to shopping (β = −0.0246, z = −2.03, p = 0.043) and in the relationship between the feeling of loneliness and the degree of addiction to work (β = −0.0722, z = −4.002, p < 0.001). The direct impact of the feeling of loneliness on the degree of addiction to shopping (p = 0.237) and work (p = 0.576) is statistically insignificant. (4) Depression plays the role of a mediator between the feeling of loneliness and the degree of addiction to shopping and work. An increase in the level of depression increases the degree of addiction to shopping and work. The mediator’s participation lowers the loneliness feeling level.
Keywords: behavioral addiction; compulsive buying behavior; depression; loneliness; workaholism.