"The Lady with the Dog" explores many different kinds of isolation. First there is the isolation from the rest of the world that two secret lovers feel when together. Despite this closeness, the two lovers are separated even from each other, due to an inability to understand the world from the others' perspective. In its final pages, the story suggests that in fact every man is isolated from all other men, since that which is most valuable is always kept secret from the rest of the world.
Anna and Gurov remain emotionally isolated from each other, even at the story's conclusion.