As a self-transcendent emotion, awe can enhance one's sense of connection; however, this has not been extensively studied to date. Although existing research on awe and well-being have identified some mechanisms in this relationship, there is no evidence of connectedness (e.g., nature connectedness) as a possible mechanism. Moreover, threatening awe, a subtype of awe, has been insufficiently examined. The present research focused on awe of nature and nature connectedness to examine whether and how different subtypes of awe can improve well-being. The results showed that positive awe improves well-being mainly by increasing nature connectedness. Threatening awe has no significant impact on well-being, mostly because there are two indirect and opposing effects between threatening awe and well-being: the positive indirect effect of nature connectedness and negative indirect effect of powerlessness. These results suggest that different subtypes of awe have different effects on well-being through different mechanisms. In particular, nature connectedness is an important mechanism in the process of awe enhancing one's well-being. • Positive awe significantly improved one's well-being. • Threatening awe did not have significant effects on well-being. • Nature connectedness was a mediator between positive awe and well-being. • For threatening awe, nature connectedness and powerlessness were mediators.