Activities in natural environments greatly enhance human well-being and can support the integration of foreigners into a new country. This article explores how residents from different ethnic backgrounds in Turku, Finland appreciated and engaged with urban natural environments and how this engagement benefitted their well-being and, ultimately, their integration. Individuals enjoy activities in nature in particular ways, which may vary according to a person’s physical, social, and psychological characteristics. This is especially true for immigrants who apply traditions from their home countries to the ways in which they interact with their new environment and enjoy activities in nature. Three dimensions of nature experience—social, emotional, and normative—emerged from the research, which, in turn, supported well-being and different types of integration: interactive, identificational, and cognitive. We argue that because these dimensions are an integral part of a person’s identity and cultural background, familiarity with them may prove pivotal to constructing more welcoming and intercultural urban natural environments. Different approaches to engaging with nature should be considered in the design of urban environments and urban nature, as well as in integration programmes, to enhance the well-being and integration of foreign-background populations.