Exploring the factors that facilitate empathy development during adolescence is of great significance. Connectedness to nature (CNT) represents one of the pivotal psychological mechanisms through which nature influences humans. Although existing research has already confirmed the notable facilitative effect of CNT on empathy, there is a lack of support from longitudinal data and an examination of the specific relationships among the three components of empathy. In this study, a total of 751 Chinese adolescents (mean age = 13.14 years, standard deviation = 1.04 years, with 55.40% females) were followed up and assessed on three occasions using the CNT Scale and the Chinese version of the Empathy Questionnaire for Children and Adolescents. Utilizing traditional Cross-Lagged Panel Models (CLPM) and the Random-Intercept CLPM (RI-CLPM) framework, we examined the between-person and within-person interaction relationships between adolescents' CNT and the three components of empathy. The CLPM analysis revealed significant between-person interactions between adolescents' CNT and affective empathy, cognitive empathy, as well as intention to comfort, with no significant gender differences observed. The RI-CLPM analysis found no significant within-person interactions between adolescents' CNT and affective empathy, cognitive empathy, or intention to comfort. However, affective empathy in female adolescents was found to significantly promote CNT. These findings promote the understanding of the longitudinal relationship between CNT and empathy, and suggest that promoting affective empathy of female students may help to improve their level of CNT.