Interpreters and even the sources of stoicism tend to equate the notions of providence, rationality and natural law. In contrast to this trend, the goal of this article is to analyze these notions in order to identify what is the explanatory role attributed by the Stoics to each one of them. This will provide a better understanding of the Stoic theory of the constitution of the world and the different roles played by the divine mind in it. I will defend that providence is a function of the divine will, related to the goal sought in the constitution of the world. The divine rationality refers to the logical and causal requirements to be observed in this constitution. And the notion of natural law refers to a normative aspect of nature established by the divine right reason.