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The initial steps of the folding pathway of the C-terminal domain of the murine prion protein mPrP(90–231) are predicted based on the sequential collapse model (SCM). A non-local dominant contact is found to form between the connecting region between helix 1 and β-sheet 1 and the C-terminal region of helix 3. This non-local contact nucleates the most populated molten globule-like intermediate along the folding pathway. A less stable early non-local contact between segments 120–124 and 179–183, located in the middle of helix 2, promotes the formation of a less populated molten globule-like intermediate. The formation of the dominant non-local contact constitutes an example of the postulated Nature’s Shortcut to the prion protein collapse into the native structure. The possible role of the less populated molten globule-like intermediate is explored as the potential initiation point for the folding for three pathogenic mutants (T182A, I214V, and Q211P in mouse prion numbering) of the prion protein.