As the world urbanizes, and as people spend more time indoors in front of digital screens, children have lost opportunities to discover and explore nature in their neighbourhood. This review of research about connecting with nature in childhood gathers evidence that children develop an emotional bond with nature and understanding of human reliance on the natural world through direct encounters with nature, and this bond of connection motivates conservation actions. Therefore this loss of free access to nature is a serious cause for concern, at a time when societies need to rally around protecting the biosphere more urgently than ever before. Many experiences of nature are positive, and as this paper shows, contribute to children’s healthy functioning, vitality and happiness. Children who express greater connection with nature also report more confidence, competence, positive feelings, and prosocial behaviour, and exhibit fewer emotional problems. This paper observes, however, that connecting with nature can bring both happiness and distress. Children hear about and witness the climate crisis, decline of ecosystems, and loss of wildlife. Without support in confronting environmental challenges, young people can experience levels of worry that affect their wellbeing, or fall into despair and hopelessness. Therefore this paper closes by reviewing programs and practices that help young people build bonds of connection with nature and face environmental risks with hope, commit to taking action for the environment, and trust that they are not alone with their concerns but part of collective efforts to protect the natural world.