The performance of natural behavior is commonly used as a criterion in the determination of animal welfare. This is still true, despite many authors having demonstrated that it is not a necessary component of welfare –some natural behaviors may decrease welfare, while some unnatural behaviors increase it. Here I analyze why this idea persists, and what effects it may have. I argue that the disagreement underlying this debate on natural behavior is not one about which conditions affect welfare, but a deeper conceptual disagreement about what the state of welfare actually consists of. Those advocating natural behavior typically take a “teleological” view of welfare, in which naturalness is fundamental to welfare, while opponents to the criterion usually take a “subjective” welfare concept, in which welfare consists of the subjective experience of life by the animal. I argue that as natural functioning is neither necessary nor sufficient for understanding welfare, we should move away from the natural behavior criterion to an alternative such as behavioral preferences or enjoyment. This will have effects in the way we understand and measure welfare, and particularly in how we provide for the welfare of animals in a captive setting.