Well-being is essential for all people. Therefore, important factors influencing people’s well-being must be investigated. Well-being is multifaceted and defined as, for example, psychological, emotional, mental, physical, or social well-being. Here, we focus on psychological well-being. The study aimed to analyze different aspects of connectedness as potential predictors of psychological well-being. For this purpose, we conducted a study examining the psychological well-being of 184 participants (130 women, 54 men, age: M = 31.39, SD = 15.24) as well as their connectedness with oneself (self-love), with others (prosocialness), with nature (nature connectedness), and with the transcendent (spirituality). First, significant positive correlations appeared between psychological well-being and self-love, nature connectedness, and spirituality. Furthermore, correlations between the four aspects of connectedness were significant, except for the relationship between self-love and prosocialness. A regression analysis revealed that self-love and nature connectedness positively predicted participants’ psychological well-being, while spirituality and prosocialness did not explain any incremental variance. The strong relationship between self-love and well-being was partly mediated by nature connectedness. Hence, self love, understood as a positive attitude of self-kindness, should be considered in more detail to enhance psychological well-being. Besides this, a more vital connectedness to the surrounding nature could benefit people’s well-being.