When we experience damage to a social connection—in particular, perceiving that others have devalued our relationship with them—we experience “social pain.” Prior studies have typically examined social pain by creating explicit contexts to elicit experiences of relational devaluation. However, there may be other antecedents of social pain that do not involve direct threats to social belongingness. For example, personal failures, mistakes, or accidents that do not involve overt relational devaluation may also be socially painful because they can damage self-esteem—a marker of the self-perceived value we bring to all of our relationships. In the present study, 739 online participants were randomly assigned to imagine or experience events in one of three conditions: social inclusion, personal adversity with explicit relational devaluation (e.g., social rejection), or personal adversity without explicit relational devaluation (e.g., failing an exam). Participants were exposed to these experiences in one of three possible ways: by writing about a past memory, participating in an online game, or writing about an imagined future scenario. Well-established self-reported measures of social pain were administered following the assigned task. Results demonstrated that the personal adversity conditions, both with and without explicit relational devaluation, evoked consistently more social pain across measures than inclusion but generally did not differ from one another. These findings suggest that even when it has not been made explicit, relational devaluation may be socially painful by virtue of threatening self-esteem, supporting the notion that many of our life experiences, independent or relational, are imbued with social significance.