A growing amount of research shows a positive association between urban nature and urban residents’ psychological and physical well-being and quality of life. With its focus on specific dimensions of well-being and reliance either on large-scale objective data sets or experimental and comparative designs, prior research does not explicitly address the relationships between the various types of urban nature as experienced by citizens and their overall well-being. The present research proposes a model for the potential influence of the perceptions of the type and characteristics of nature close to urban residences and citizens’ well-being via their frequency of exposure to, and their activities in, nature. Using WHOQOL-26 as a measure of well-being and constructing or adapting measurements for the other variables, a questionnaire was designed and administered among a sample of 2,500 French urban residents. Psychometric tests, structural equation modeling, and mediation analyses were conducted on the collected data. The results show that: (1) The perceived characteristics of nature near urban residences have both direct and indirect influences on the psychological, physical, environmental, and resources-related dimensions of citizens’ well-being; (2) Less domesticated nature—forests, fields, and scrubland—contributes to psychological well-being by favoring light or calm activities in nature, and to physical well-being by supporting exposure to nature. Such wilder nature is also positively associated with the perceived quality of urban residences; (3) Small spots of nature, located close to one’s residence—a balcony, a patio, or a roof garden—make a similar but smaller contribution to well-being; (4) Domesticated nature—city gardens and parks—contribute marginally to the physical and resources-related dimensions of well-being. These results complement past research on the perceived characteristics of nature by showing how nature, as experienced by urban citizens, refers to different vegetation spaces. They also invite urban planners and policymakers to acknowledge the positive association between “wilder” natural spaces and well-being.