Introduction: Experimental studies have reported associations between short-term exposure to natural outdoor environments (NOE) and health benefits. However, they lack insight into mechanisms, often have low external and ecological validity, and have rarely focused on people with some psycho-physiological affection. The aim of this study was to use a randomized, case-crossover design to investigate: (i) the effects of unconstrained exposure to real natural and urban environments on psycho-physiological indicators of people with indications of psychological distress, (ii) the possible differential effects of 30 and 30+180 minutes exposures, and (iii) the possible mechanisms explaining these effects. Material and methods: People (n = 26) with indications of psychological distress were exposed to green (Collserola Natural Park), blue (Castelldefels beach) and urban (Eixample neighbourhood) environments in Catalonia. They were exposed to all environments in groups for a period of 30+180 minutes between October 2013 and January 2014. During the exposure period, participants were instructed to do what they would usually do in that environment. Before, during (at 30 and 30+180 minutes) and after each exposure, several psycho-physiological measures were taken: mood (measured as Total Mood Disturbance, TMD), attention capacity (measured as backwards digit-span task), stress levels (measures as salivary cortisol), systolic and diastolic blood pressure, heart rate, autonomous nervous system (assessed as heart rate variability and the indicators: low frequency power (LF), high frequency power (HF), ratio between LF and HF (LF:HF), and coefficients of component variance of LF, HF, and LF:HF). We also measured several potential mediators: air pollution, noise, physical activity, social interactions, and self-perceived restoration experience. Results: When compared with responses to urban environment, we found statistically significantly lower TMD [-4.78 (-7.77, -1.79) points difference], and salivary cortisol [-0.21 (-0.34, -0.08) log nmol/L] in the green exposure environment, and statistically significantly lower TMD [-4.53 (-7.57, -1.49) points difference], and statistically significant favourable changes in heart rate variability indicators (specifically LF:HF and CCV-LF:HF with around -0.20 points of difference of the indicators) in the blue exposure environment. Physical activity and self-perceived restoration experience partially mediated the associations between NOE and TMD. Physical activity and air pollution partially mediated the associations between NOE and heart rate variability. Discussion and conclusions: This study extends the existing evidence on the benefits of NOE for people's health. It also suggests NOE potential as a preventive medicine, specifically focusing on people with indications of psychological distress.