I’ve been going on a series of dates lately.

I exchanged numbers with the person sitting next to me at a Cabernet tasting at my favorite wine bar and went for a coffee with a neighbor I met walking my dog. I reached out to people from my past I haven’t seen in years, to see if they’re newly available.

I’m trying to make new friends.

A body of research shows that people with solid friendships live healthier, longer lives. Friendship decreases blood pressure and stress, reduces the risk of depression and increases longevity, in large part because someone is watching out for us.

A study published in February in the British Journal of Psychology looked at 15,000 respondents and found that people who had more social interactions with close friends reported being happier—unless they were highly intelligent. People with higher I.Q.s were less content when they spent more time with friends. Psychologists theorize that these folks keep themselves intellectually stimulated without a lot of social interaction, and often have a long-term goal they are pursuing.

Starting in early adulthood, our number of friends starts to decrease steadily. Changes in friendships typically happen around life transitions: graduation, parenthood, job switches, divorce or death of a spouse. One study, published in 2015 in Evolutionary Behavioral Sciences, looked at 540 men and women and showed we lose an average of two friends when we gain a romantic partner.

“We are constantly shedding our friends,” saysIrene S. Levine, a clinical professor of psychiatry at New York University School of Medicine and author of “Best Friends Forever: Surviving a Breakup with Your Best Friend.” “We grow in one direction, our friends grow in another, and there isn’t much in common anymore.”

But it gets harder to make friends as we get older. We have less time to pursue friendships. It is tougher to find people with similar interests and emotional styles when you no longer have a ready-made pool of classmates to choose from. School also provides a steady routine for people to develop intimacy slowly and naturally.

We also become more inhibited. Most children have no trouble walking up to another child on the playground and asking if they want to be friends. Imagine doing that at Starbucks.

How do you make a friend now? Dr. Levine says the first step is to get over the stigma that something is wrong with you if you don’t have enough friends or are looking to make more. “As an adult, we think that everyone has their friends and we are the only ones seeking them,” she says. “Nothing could be further from the truth.” Women especially feel judged if they don’t have friends, she says, since they’re supposed to be good at friendship.

It may be harder for men to make friends. Women feel more comfortable reaching out to others, says Geoffrey Greif, a professor at the University of Maryland’s School of Social Work and author of “Buddy System: Understanding Male Friendships.” He says that men often worry that reaching out to another man might be misconstrued as a sexual advance. And, in general, “they are less willing to be vulnerable,” he says.

If you want new friends, you need to look with intention. And, just as you would when looking for a mate, you need to look for someone who has something in common with you, and who is emotionally available.

Tara Massan has made friends by asking out a fellow volunteer at a food pantry, frequenting her local coffee shop at the same time each day, and consistently positioning herself at her exercise class next to a woman whose athletic skills she admired.

A few years ago, while working as a paralegal, she noticed that a co-worker brought running shoes to work every day. Ms. Massan mentioned that she is also a runner and asked for tips for an upcoming 10K race. Soon, the two women began chatting each day about running, and the woman invited Ms. Massan to join her running group. Now the friends connect every week to run or catch up.

“If you feel a chemistry with another person, introduce yourself,” says the 33-year-old violin teacher from Blaine, Minn. “You never know what kind of friendship will blossom.”

When you’re looking to make friends, don’t expect too much too soon. Start by making acquaintances. I call these “freshman year friends.” You never know who will become a close friend.

Look broadly. When you widen your horizons, you multiply your options.

Share something of yourself emotionally. “It’s like a dance,” says Dr. Levine. “You share some, then give the other person a chance to share,” she says. “It should be a mutual unfolding of information about each other.”

Follow your interests. Get involved with groups or volunteer activities you enjoy. You will meet like-minded people—and become more interesting yourself. Check out Meetup.com, a site where people create local groups around specific activities or interests and are looking to meet new people.

Be consistent. Ongoing activities let you get to know someone naturally, over time. “It’s hard to take it to the next level if you won’t see the person regularly,” says Carlin Flora,author of “Friendfluence: The Surprising Ways Friends Make Us Who We Are.”

Consider rekindling an old friendship. People’s circumstances change and someone who was too busy in the past may now have more time.

Be a friend when someone needs one. Offer to drop off soup when a neighbor is sick or ask a stressed-out co-worker to grab coffee.

I’ve met friends by chatting up strangers on planes, volunteering for a charity that helps veterans, and taking part in Wednesday evening sailboat racing.

Recently, I decided that I don’t have enough girlfriends in Miami, where I moved several years ago. An acquaintance pointed me to a Facebook group called Scuba Girls, for women who liked to dive, which is one of my passions. I posted a message to the group introducing myself and said I was looking for new buddies. Within 15 minutes, I had 11 responses. Three were from women I already know, saying hi.

I made plans to meet several of the women I didn’t know. All were interesting and fun, and I am sure I will eventually dive with them.

But one woman was different. We bonded over our curly hair as soon as we saw each other. Then we moved on to talk—for three hours—about our jobs, favorite books, relationships and the Midwest, where we both grew up. Halfway through, I informed her she was on a friend date.

“I know!” she said. “It’s going great, don’t you think?