This article investigates the association between sense of community belonging and health among settlements of different size and across the urban to rural continuum in Canada. Using data from the recent 2007/08 Canadian Community Health Survey (CCHS), the objective is to identify the major health, social and geographic determinants of sense of community belonging and to consider policy options aimed at improving sense of belonging among certain segments of the population. The research found a significant and consistent association between sense of belonging and health, particularly mental health, even when controlling for geography and socio-economic status. At the same time, sense of community belonging improved progressively across the urban to rural continuum with remarkably high levels of belonging evident in the outer most regions of Canada. Despite the health deficit that exists in rural and small-town Canada, the paper postulates that these communities are able to overcome health challenges to create conditions conducive to a positive sense of belonging. Overall, sense of belonging was also found to be highest among seniors, people residing in single-detached homes and among couples with children and was lowest among youth, residents of high-rise apartments and among single-parents. Finally, in the context of addressing deficiencies in sense of belonging, the paper examines several recent policy developments aimed at improving mental health services in Canada.