Nature relatedness is a psychological characteristic with the potential to drive interaction with nature and influence well-being. We surveyed 1538 people in Brisbane, Australia to investigate how nature relatedness varies among socio-demographic groups. We determined whether people with higher nature relatedness reported fewer symptoms of depression, anxiety, stress and better overall health, controlling for potentially confounding socio-demographic and health-related variables. Overall nature relatedness was higher in older people, females, those without children living at home, not working, and people speaking English at home. Aspects of nature relatedness reflecting enjoyment of nature were consistently associated with reduced ill health, consistent with widespread evidence of the health and well-being benefits of experiencing nature. In contrast, aspects of nature relatedness reflecting self-identification with nature, and a conservation worldview, were associated with increased depression, anxiety or stress, after accounting for potential confounding factors. Detailed investigation of causal pathways among nature relatedness, socio-demographic factors and health is warranted, with particular focus on the relationship between stress and nature orientation.