Answer:
Most of the time when you hear someone say this it refers to them not having a relationship with someone anymore. Whether that relationship was with a best friend, a significant other, or maybe even a family member. But the meaning would be that you don't hang out with them anymore or in a more extreme example, maybe they aren't a part of your life anymore. Most of the time this would be because of a falling out/disagreement the person had with them. Or possibly something even more negative happened.