Sustainable development (SD) is crucial to maintaining and preserving the planet we live on. The new paradigm of circular economy (CE) corresponds to the sustainable development goals and includes environmental, economic, and social dimensions. The United Nations has set quality education and the search for good health and well-being in the long term as tools for achieving SD. This study aims to identify the predictors of connectedness to nature in children and adolescents using knowledge of CE, pro-environmental behavior, beliefs about caring for the environment, and satisfaction with life as possible predictive variables. The exploration of the influence of these predictors on connectedness to nature, taking sex and age as covariates, was performed using a binary logistic regression model. We found that low scores on pro-environmental behavior, satisfaction with life, knowledge of waste management and CE, and beliefs about environmental behavior were related to a low degree of connectedness to nature. Thus, our findings suggest that the educational system must promote not only the assimilation of knowledge and beliefs but also satisfaction with life given its relationship with connectedness to nature.