Even though the Lord Jesus is not with us on this earth now, we can still enjoy His presence through the third Person of Trinity, the Holy Spirit. We are not alone since the Holy Spirit dwells in us.
And I will pray the Father, and he shall give you another Comforter, that he may abide with you for ever; Even the Spirit of truth; whom the world cannot receive, because it seeth him not, neither knoweth him: but ye know him; for he dwelleth with you, and shall be in you (John 14:16-17).