Growing evidence suggests that engagement in nature-based recreation can improve people's well-being. However, there is a lack of information regarding which specific nature-based recreation activities are related to specific well-being indicators. We conducted a cross-sectional study to explore how different types of nature-based recreation (i.e., any nature-based activities, forest-based activities, gardening, nature-based adventure activities) related to five indicators of well-being on the WHO-5 index among American (n = 606), Brazilian (n = 448), and Spanish (n = 438) adults. Americans and Brazilians who reported engaging in nature-based recreation at least monthly in the last 12 months, or weekly during a typical week, were more likely to feel cheerful, relaxed, vigorous, rested after waking up, and interested in life than those who did not engage that frequently. Results in these two countries were similar across all five indicators of well-being and types of nature-based activity, except for gardening, where we observed slightly weaker correlations. In Spain, the correlation between nature-based recreation and well-being tended to be null or even negative, highlighting some variability in these relationships across countries. Further cross-country experimental work is needed to support these findings and identify the relative efficacy of specific nature-based interventions for enhancing human well-being around the world.