Simple Summary: Hedgehogs are commonly found inhabiting urban environments; however, it is still unclear how human presence and activity affects their biology. In this study, we focus on their nesting behavior in the eastern Iberian Peninsula. We radio-tracked 30 male hedgehogs in the vicinity of Valencia and recorded where and how they build their nests. We found that hedgehogs seem to avoid areas with a high human presence, as their nests were mainly concentrated in small green patches with bush-like vegetation (like hedges). We used two different hedgehog species (the European and the Algerian Hedgehog), but we could not evidence differences between the species or other groupings we considered. We even recorded cases where the same nests were being used by two males of both species. Our results indicate that a correct management of forest patches within and near human settlements, for example, by not removing bush vegetation and increasing the connectivity between those patches by ecological corridors, could significantly improve hedgehog conservation. Small undisturbed patches in urban environments serve as important refuges for wildlife, e.g., hedgehogs. However, the effects of urbanization on certain biological aspects, like nesting behavior, remain unknown. We captured and tracked the movement of 30 male hedgehogs of two co-existing species: Algerian and European hedgehogs. The study was carried out in Valencia (eastern Spain). We distinguished six macrohabitats and five subhabitats. We analyzed the proportions of the macro and subhabitats where nests were found to calculate a resource selection function and fit GLMs. Hedgehog nests tended to concentrate in areas with little human disturbance and were built in hedges or under bush-like vegetation. We did not find any significant differences between species or other considered groups. We noted that nests were distributed around hard-to-find suitable habitat patches. We even recorded a case of two males from both species simultaneously using one nest. Our results suggest that hedgehog conservation in urban environments can be improved by the correct management of forest patches by conserving bush-like vegetation and improving the connectivity between suitable patches with ecological corridors. [ABSTRACT FROM AUTHOR]