Let$X$and$Y$be closed subspaces of the Lorentz sequence space$d(v, p)$and the Orlicz sequence space$l$_{$M$}, respectively. It is proved that every bounded linear operator from$X$to$Y$is compact whenever $$p > \beta _M : = \inf \{ q > 0:\inf \{ M(\lambda t)/M(\lambda )t^q :0< \lambda ,t \leqslant 1\} > 0.$$ As an application, the reflexivity of the space of bounded linear operators acting from$d(v, p)$to$l$_{$M$}is characterized.