Researchers are being called upon to find and explore viable solutions to protect the environment and promote health in the new digital era of the 21st century, since the rapid changes transpiring within our technological societies may be detrimental to workers but also offer opportunities for growth. The concept of connectedness to nature, on the one hand, is a proxy for important environmentally protective and responsible behaviors; on the other, it has been studied in relation to people’s well-being. To promote health, it is crucial to act from a primary prevention perspective, which is focused on finding variables that can be increased through specific training. In this framework, intrapreneurial self-capital (ISC) appears to be related both to people’s connectedness to nature and their well-being. This study analyzes exploratively the relationship between connectedness to nature, ISC, and well-being at work, since these variables have never been studied together. A mediation model is tested to assess whether ISC could mediate the relationship between connectedness to nature and workers’ well-being. The mediation analysis highlights that ISC, as a core of preventive resources, potentially sustains the effect of feeling connected to nature on well-being at work. Thus, interventions aimed at increasing and acquiring preventive resources, such as ISC, could be beneficial in protecting the environment and in promoting health among workers.