This study examines whether the self-concepts, social skills, problem behaviors, and loneliness levels of students with special educational needs (SEN) in inclusive elementary classrooms differ from those of students without special educational needs (non-SEN). This study also aimed to identify the roles of self-concept, social skills, and problem behaviors in predicting the loneliness levels of SEN students. The study group comprised 272 students (4th and 5th graders) attending inclusive elementary classrooms. A total of 140 were SEN and 132 were non-SEN students. The Social Skills and the Problem Behaviors Scales of the Social Skills Rating System-Teacher Form (SSRS-TF), the Children’s Loneliness Scale (CLS), and the Piers–Harris Children’s Self-Concept Scale (PHCSCS) were used as data collection tools. The findings showed that the self-concepts, social skills, problem behaviors, and loneliness levels of the SEN students were significantly different than those of the non-SEN students. It was also found that self-concept and social skills were significant predictors of the loneliness levels of SEN students. The findings were discussed regarding the related literature and the inclusive practices in Turkey.