There is growing evidence that combining activities such as walking or cycling with nature boosts well-being.
In the latest analysis, UK researchers looked at evidence from 1,250 people in 10 studies and found fast improvements in mood and self-esteem.
The study in the Environmental Science and Technology journal suggested the strongest impact was on young people.
The research looked at many different outdoor activities including walking, gardening, cycling, fishing, boating, horse-riding and farming in locations such as a park, garden or nature trail.
The biggest effect was seen within just five minutes.
With longer periods of time exercising in a green environment, the positive effects were clearly apparent but were of a smaller magnitude, the study found.
Looking at men and women of different ages, the researchers found the health changes - physical and mental - were particularly strong in the young and the mentally-ill.
Green and blue
A bigger effect was seen with exercise in an area that also contained water - such as a lake or river.
Study leader Jules Pretty, a researcher at the University of Essex, said those who were generally inactive, or stressed, or with mental illness would probably benefit the most from "green exercise".
"Employers, for example, could encourage staff in stressful workplaces to take a short walk at lunchtime in the nearest park to improve mental health."
He also said exercise programs outdoors could benefit youth offenders.
"A challenge for policy makers is that policy recommendations on physical activity are easily stated but rarely adopted widely."
Paul Farmer, chief executive of mental health charity Mind, said the research is yet further evidence that even a short period of green exercise can provide a low cost and drug-free therapy to help improve mental well-being.
"It's important that people experiencing depression can be given the option of a range of treatments, and we would like to see all doctors considering exercise as a treatment where appropriate."
Mind runs a grant scheme for local environmental projects to help people with mental illness get involved in outdoor activities.