Hemingway creates a lonely, isolated, and emotionally grey, or neutral, atmosphere in his short story "Cat in the Rain" by means of

Setting

The American couple are separated from any countrymen as ex-patriates.  Further, their residing in a hotel room in Italy, rather than going out the the seaside or public parks furthers their isolation from the many Italians who visit the beaches as well as a war monument just below the Americans' window.  Furthering their isolation is the grey curtain of rain that falls outdoors, which also creates a depressing, cold and negative atmosphere.  And, that there is no resolution to the couple's isolation is indicated at the story's conclusion as Hemingway writes, "It was getting dark." 

Characters' Actions

The atmosphere of emotional separation and lack of intimacy between the couple is created by the husband's reading on the bed alone while the wife looks out the window at a cat. She, then, desires the cat as a creature who will provide her affection. When she goes down to the lobby and the hotel-keeper becomes attentive, she "likes" all that he does, also indicating that she seeks a relationship apart from her husband, but it is one without any giving on her part.

Dialogue and Description

Certainly, the verbal interchange between the "American wife" who is unnamed indicates the isolation and lack of emotional communication between the couple in the hotel room.  Here is one scene that exemplifies this:

"I don't know why I wanted it so much...."

George was reading again.

She went over and sat in front of the mirror of the dressing table looking at herself with the hand glass.

At the story's end, George is not listening, reading his book as his wife looks again out the window.