This article explores the concept of "curious play" as a theoretical framework to understand and communicate children's experiences of free play in nature. The concept emerged interactively from three sources of inspiration: an ethnographically inspired study of children playing in nature; as a critique of the concept of "risky play" being the dominant discourse on children's play in natural environments; and from phenomenological and cultural-historical theories of children's play and play environments. The article illustrates this interplay through an analysis of two empirical examples, and argues that curious play offers a comprehensive and existential approach to understanding the interplay of children playing in nature and children's growth. Thus, children are conceptualized as active explorers and playful agents whilst embodying and creating knowledge, skills and understandings of themselves and their life-worlds.