This study examined whether higher adulthood nature exposure, childhood nature exposure, and rural (vs. urban) domicile predict climate policy support via self-nature connection and climate change beliefs. When testing this mediation, we controlled for sociodemographic variables. We used structural equation modeling with a representative sample of 478 respondents from Finland. After exploratory factor analyses, climate policy support was divided into two: resource- and infrastructure-focused support. We found that higher adulthood nature exposure and urban (vs. rural) domicile predicted stronger resource- and infrastructure-focused support, both directly and indirectly through stronger climate change beliefs; however, the direct paths from adulthood nature exposure and domicile to infrastructure-focused support were not robust under bootstrapping. In contrast, higher childhood nature exposure revealed only a direct association with weaker infrastructure-focused support, and not even this association was robust under bootstrapping. Contrary to our expectations, self-nature connection did not serve as a mediator. Of all the predictors and mediators, climate change beliefs showed the strongest direct associations with both types of climate policy support, particularly for resource-focused policies. The results of this correlational study underscore the potential importance of examining the causal directions of these associations in future research, thereby enhancing our understanding of how to mitigate climate change.