The study of factors that predict pro-environmental behavior is interesting, given the need to develop sustainable actions in urban and rural contexts. The available scientific evidence shows knowledge gaps and opportunities about the role that environmental identity, connectedness with nature, and well-being play in pro-environmental behavior. To provide evidence in this regard, this research aimed to describe and identify possible significant differences between these variables to establish whether they predict pro-environmental behavior, considering the rural-urban provenance. The methodology was cross-sectional, with descriptive and correlational analysis. The sample was 1705 people (M age = 31.36 years, 57.4% female) belonging to two departments in southern Colombia (66.7% from the rural sector), and questionnaires were applied to collect the information. The results show that people of rural origin showed higher levels of environmental identity with significant differences (p-value > 0.01) compared to the urban sample. The indicators of psychological health, connectedness with nature, and identity better explain the levels of pro-environmental behavior of the urban population (R = 0.81, p-value < 0.01) compared to the rural population (R = 0.64, p-value < 0.01). This study concludes that the variables predict pro-environmental behavior, providing better explanatory evidence in urban than rural inhabitants. The limitations and new study prospects in the area are discussed.