Background As young people face rising anxiety and depression alongside declining contact with nature, there is growing interest in how the affective benefits of nature‐based settings might be delivered more widely. Methods We conducted two within‐subjects studies comparing four walking conditions across convenient, everyday accessible settings, crossing exposure mode (actual vs. passive virtual) and environment (urban vs. natural). Results In Study 1 ( N = 80), exposure mode had the stronger impact on energized, positive states, whereas the environment had the greater impact on negative affect. For state anxiety, however, the two factors were comparable, leaving it unclear which mattered more. Informed by these results, a follow‐up study (Study 2; N = 46) modified the conditions to sharpen the urban–nature contrast, deepen sensory immersion and more fully express the physical activity factor, focusing on state anxiety. Here, only the environment significantly predicted reductions in anxiety. Conclusion Although physical activity and the natural setting may overlap in their effects, each appears to be the more reliable driver of a different dimension of affect, so their relative importance shifts with the outcome measured. Consistent with this, the actual nature walk was reliably the strongest of the four conditions in both studies. Practically, this means greener, more walkable everyday urban spaces and virtual nature tools may each help narrow the gap for those with less access to nature‐based settings.
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