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Does being single and living alone (SALA) hurt mental and cognitive health among older adults? We integrate two competing theories—social integration and social cost—to assess the impact of SALA status and combine them with three others—gender relations, racial relations, and fundamental cause—to explore the moderating effects of gender, race/ethnicity, socioeconomic status (SES), and social participation. Analyzing data from the Health and Retirement Study (HRS, 2010–2020), we find evidence partially supporting social integration theory and social cost theory. We also find evidence supporting the racial relations perspective on the moderating role of race/ethnicity, and one proposition—autonomy enhancement—on the moderating role of SES and social participation. We find no evidence for the gender relations perspective on the moderating role of gender.