Involuntary retirement is associated with diminished mental health. However, little is known about the mechanism that connects involuntary retirees’ coping resources to their loneliness. Gender patterns in the mechanism of involuntary retirement are also unclear. This study examines gender differences in the link between involuntary retirement and loneliness through secondary stressors (material and physical vulnerability) and coping resources (social support and self-efficacy). Two-step structural equation modelling was used to examine the effects of several mediators. For both men and women, involuntary retirement was associated with increased loneliness in terms of physical vulnerability and social efficacy. We found the female involuntary retirees are facing loneliness with multiple mediating factors. The layers of experiencing loneliness among female retirees are (a) directly from involuntary retirement; (b) indirectly from involuntary retirement and secondary stressors (material vulnerability and physical vulnerability); and (c) indirectly from involuntary retirement, secondary stressors (material vulnerability and physical vulnerability) and coping resources. The specific gender differences in the complex mechanism leading to later-year loneliness among the retirees may inform the interventions and policies that mitigate the disadvantages among involuntarily retired older adults in the United States of America.