Human interaction with nature represents one of the basic pillars of healthy behavior. This can be strengthened by physical activity (PA) in nature, also called green exercise or outdoor PA. The aim of the work is to assess the impact of PA in nature on selected psychologically beneficial aspects of mental health. Subsequently, the paper discusses the following questions: 1) Are there any differences in the impact on mental health between outdoor and indoor PA?; 2) What are the recommendations for the minimum doses of PA in nature to improve or strengthen mental health? Despite large amounts of original research and many meta-analyses, as well as systemic reviews, we cannot clearly point to a convincing effect of PA in nature on mental health compared to indoor PA. Reviewed material points out the problem of heterogeneous study design, lack of quantitative findings and gaps in the evidence for long-term effects of PA in nature on mental health. Due to discrepancies in terminology, uniform conclusions could not be properly reached. There is a lack of meta-analytical studies specifying the type and intensity of PA in nature required to achieve an effect for a particular indicator of mental health.