I'm not a professional astronomer, but I still think I may be able to help.
In response to your comment to WayfaringStranger's answer
Do you naturally think of nature if you think about Mars?
No, not really. I think that this is also partly due to society's perception of nature as a whole. Wikipedia gives a decent explanation of this:
Natura was a Latin translation of the Greek word physis (φύσις), which originally related to the intrinsic characteristics that plants, animals, and other features of the world develop of their own accord.
But it goes on to say
The concept of nature as a whole, the physical universe, is one of several expansions of the original notion; it began with certain core applications of the word φύσις by pre-Socratic philosophers, and has steadily gained currency ever since.
So the original concept of nature was life, but we've expanded since then into everything that isn't made by humans.
So I suppose it depends partly on your personal viewpoint (or time period!), but it does seem like nature today refers to the entire universe.