Wales was born in Northumberland, England, and educated at Jedburgh, Scotland. He immigrated to Australia in 1854 and found employment as a carpenter working on the buildings for the first exhibition held in Melbourne. He arrived in Dunedin about 1863, and was a clerk of works for William Mason on the old Bank of New Zealand Building (1862-64), the Post Office Building (1864-68) and the Port Chalmers Graving Dock (1868-72). Wales entered partnership with William Mason in 1871. The firm of Mason and Wales was responsible for many fine buildings in Dunedin including Bishopscourt (1873), St Matthew's Church (1873), Government Life Insurance Building (1897) and Wains Hotel (1878). Wales had military and political interests and was a Member of Parliament for some years. He occupied a seat on the Dunedin Harbour Board and was a Dunedin City Councillor. In 1895 he was elected Mayor of Dunedin. In 1900 he was elected a Fellow of the Royal Institute of British Architects. Nathaniel Wales worked for William Mason as a clerk of works during the 1860s on the old Bank of New Zealand building and on the Post Office building which became the Stock Exchange. He also had the thankless task of being clerk of works to the Port Chalmers Dry dock. Wales began work on his own as an architect untrained, and asked Mason to come back from retirement to enable him to join his firm which became Mason and Wales in 1871 at a time when Wales was building the first part of the Iona Union church at Port Chalmers. Mason retied for good in 1874 and Wales became the senior partner in the firm. Wales designed the Campbell Park Homestead in 1876 and received the commission for the stables about 1878, along with some cottages for the farm labourers. One of his notable buildings is his own big house at 38 Belgrave Crescent (1870), built of stone quarried from the site.