Macroenvironmental factors, including a patient's physical and social environment, play a role in cancer risk and progression. Our previous preclinical studies have shown that the enriched environment (EE) confers anti‐obesity and anti‐cancer phenotypes that are associated with enhanced adaptive immunity and are mediated by brain‐derived neurotrophic factor (BDNF). Natural killer (NK) cells have anti‐cancer and anti‐viral properties, and their absence or depletion is associated with inferior clinical outcomes. In this study, we investigated the effects of EE on NK cell maturation following their depletion. Mice living in EE displayed a higher proportion of NK cells in the spleen, bone marrow, and blood, compared to those living in the standard environment (SE). EE enhanced NK cell maturation in the spleen and was associated with upregulation of BDNF expression in the hypothalamus. Hypothalamic BDNF overexpression reproduced the EE effects on NK cell maturation in secondary lymphoid tissues. Conversely, hypothalamic BDNF knockdown blocked the EE modulation on NK cell maturation. Our results demonstrate that a bio‐behavior intervention enhanced NK cell maturation and was mediated at least in part by hypothalamic BDNF. We hypothesized that mice living in an enriched environment would show enhanced maturation of natural killer cells mediated by hypothalamic brain‐derived neurotrophic factor. The results from this study provide new insight as to how an enriched environment mediates its effects on innate immunity via the CNS.