Since living in cities is associated with an increased risk for mental disorders such as anxiety disorders, depression, and schizophrenia, it is essential to understand how exposure to urban and natural environments affects mental health and the brain. It has been shown that the amygdala is more activated during a stress task in urban compared to rural dwellers. However, no study so far has examined the causal effects of natural and urban environments on stress-related brain mechanisms. To address this question, we conducted an intervention study to investigate changes in stress-related brain regions as an effect of a one-hour walk in an urban (busy street) vs. natural environment (forest). Brain activation was measured in 63 healthy participants, before and after the walk, using a fearful faces task and a social stress task. Our findings reveal that amygdala activation decreases after the walk in nature, whereas it remains stable after the walk in an urban environment. These results suggest that going for a walk in nature can have salutogenic effects on stress-related brain regions, and consequently, it may act as a preventive measure against mental strain and potentially disease. Given rapidly increasing urbanization, the present results may influence urban planning to create more accessible green areas and to adapt urban environments in a way that will be beneficial for citizens’ mental health.