The agency, which already handles digital advertising for the General Mills brands Häagen-Dazs and Old El Paso, won the business after a pitch.
General Mills launched Nature Valley in the UK in 2006, but the appointment of Work Club marks the first major marketing investment in the brand, which did not previously have a retained agency.
Marketing activity for the brand has included Nature Valley's sponsorship of The AA's 50 Walks Of 2-10 Miles guidebooks in an effort to associate the snack bar with outdoor pursuits.
As part of the sponsorship, Nature Valley's website hosts more than 2,000 downloadable versions of the walking guides.
UM London retained General Mills' UK and Ireland media planning and buying business after a pitch in May.