This theory-grounded chapter adopts the thesis that when the ‘unwilling’ homeless reject shelter, the apparent paradox of staying in the cold uncovers a desire to confront loneliness. In order to discuss this assumption, the chapter critically reviews both sociological and philosophical literature under the framework of structuration theory. The chapter concludes offering an alternative reading of homelessness as an ontological crisis characterised by loneliness, thus problematizing constructions of homelessness as individual failure.