Spending time in nature has been found to help with mental health problems including anxiety and depression. For example, research into ecotherapy (a type of formal treatment which involves doing activities outside in nature) has shown it can help with mild to moderate depression. This might be due to combining regular physical activity and social contact with being outside in nature. Being outside in natural light can also be helpful if you experience seasonal affective disorder (SAD), a type of depression that affects people during particular seasons or times of year.
Visiting Mind's website for more information about physical activity and mental health