Social disconnection, manifesting as social isolation and/or loneliness, might be associated with psychotic-like experiences (PLEs). There is evidence that lonely individuals tend to focus on social threats instead of searching for opportunities to reconnect with others. Following these considerations, aims of the present study were as follows: (1) to assess momentary patterns of social disconnection in people with PLEs and (2) to test the hypothesis that threat anticipation bias mediates the association between momentary social disconnection and PLEs. The study included 99 individuals with PLEs and 102 controls (individuals without PLEs) who were enrolled from the general population. Participants provided the experience sampling method (ESM) data over 7 consecutive days (6 assessments per day). The ESM questionnaires covered the level of momentary PLEs, threat anticipation, negative affect, solitude, and loneliness. After adjustment for age, sex, and negative affect, individuals with PLEs reported significantly higher rates of momentary loneliness, but not solitude. Also, the inertia (the level of autocorrelation between consecutive assessments) of loneliness, but not solitude, was significantly higher among individuals with PLEs. Threat anticipation mediated the association between momentary loneliness and PLEs across within-person (partial mediation) and between-person (full mediation) models. However, this effect was not significant for the association of momentary solitude with PLEs. The findings indicate that individuals with PLEs experience higher levels of loneliness that tend to persist over time. Threat anticipation plays an important role in shaping the association between loneliness and PLEs.