A lot of people write about why entrepreneurs are lonely (including me). Among the things we usually cite: Uncertainty, not being able to confide in others, having to be relentlessly upbeat even as disaster strikes.
I think we're actually missing a key insight. I recently read Jonathan Haidt's book, "The Righteous Mind." It's a great read, but the relevant point he makes is that we are both selfish and groupish, and that human beings suffer when they fail to meet both needs.
Entrepreneurs become lonely because of the all-consuming nature of their quest. In their relentless focus on their startup, they tend to drop all their other group affiliations. Think about how often we hear about entrepreneurs neglecting their friends and family, let alone groupish outlets like sports teams or churches.
But the thing is, they can't get their groupish needs met via their startup because they have to lead that group. Everyone else gets some groupish benefit, but the startup founder/CEO doesn't get the chance to blend in, give up their autonomy, and surrender to the hive mind. He or she is leading the hive mind!
Ironically, their "selfless" actions leave them unbalanced--to much selfishness, not enough groupishness.
There are two obvious answers to this problem. The first is to be a different sort of leader--one who facilitates, rather than commands. This works fine if it's your natural style, but may be difficult for some.
The other is to set aside time to maintain your groupish affiliations, whether it's playing in a regular sports league, attending church, volunteering, or simply calendaring family game night every week.