The present study examined early childhood well-being by investigating how self-determination, inquiry, and joy, all facets of well-being, are reflected by children across differing cultural and pedagogical contexts. Specifically, Nature-focused Early Childhood Education (NF-FCE) and conventional Early Childhood Education (ECE) programs were compared in the U.S. and Denmark. The multi-modal Mosaic method was employed in this study, with observations of outdoor play, drawings, and photovoice as communication tools. Data were collected from 67 3- to 5-year-olds attending one NF-ECE and one ECE in each country. Across contexts, children associated well-being and the concept of "fun" with outdoor environments and peer social interaction. Pedagogical settings influenced agency and inquiry. Children in NF-ECE programs demonstrated self-determination and inquiry through exploring, manipulating, and photographing natural affordances, often opting out of drawing tasks to continue free play. Conversely, children in the U.S. ECE program expressed agency through engaging with static playground materials, directed inquiry more interpersonally, and uniquely included indoor and virtual spaces in their representations of "fun." Danish children expressed non-verbal joy and resilience, and drew themselves proportionally smaller within their environments, whereas U.S. children exhibited more outward-facing joy and drew themselves as large, individualistic focal points. Overall, this research underscores how cultural and pedagogical environments may actively shape children's perceptions of well-being. Importantly, for researchers and educators, the findings reinforce that communication modalities matter. Research relying solely on adult observation or single-tool methods may miss the holistic view children have to offer, whereas affording engagement with diverse modalities captured children's experiences as active and immersed in their ECE environments.