Background: Residential green spaces and the co-inhabiting bird communities provide critical cultural ecosystem services for urban dwellers, which is critical for citizens’ psychological well-being but has largely been overlooked, especially in China. This study attempted to delineate the relationship between human-nature interactions occurring at different scenarios in the health deriving procedure, and identify the key factors influencing urban residents’ psychological well-being and the potential critical human-nature connections within their living spaces. Methods: Bird, plant, and social surveys were sequentially conducted. A model selection procedure based on AICc information was used to find the key factors that are responsible for residents’ psychological well-being, and logistic regression analysis was conducted to figure out the key drivers for the occurrence of critical within-living-space human-nature connections. Results: Most of the respondents are aware of the neighborhood biodiversity and most of them are fond of it, and respondents who prefer fauna over flora have a considerably lower depression degree. Watching birds is the only critical within-living-space nature-related activity that is responsible for residents’ psychological well-being. Both residents’ psychological well-being and bird watching activity were simultaneously affected by nature-related activities within and outside the living spaces, while their preference for different aspects of biodiversity and their capability in perceiving them were also important, despite the difference in exact parameters. In addition, personal attributes such as age, financial income, and physical or mental health status also contribute to psychological well-being. Conclusions: This study successfully bridged citizens’ minds with health products, and the major contribution was the demonstration of a spatial-scale-oriented circuit for people-nature connections, which contributes to the practical application of nature-based therapy.