Research indicates benefits to psychophysiological wellbeing from walking in urban green space compared to other built settings. This study builds on research in older adults extending the protocol to healthy adults (n = 40, mean age = 42 years) exploring the impacts of walking in varying environmental conditions on psychophysiological outcomes (mood, working-memory and heart rate variability (HRV)). Participants undertook a short (20–30 minute) walk in both an urban green and gray setting, one week apart, with varying levels of air pollution and heat. Walking in the urban green setting increased positive mood and HRV (suggesting positive impact on physiological stress) and decreased self-reported stress and arousal. Thermal sensation in the urban green setting was lower compared to the urban gray setting. Our results build on evidence that there are potential beneficial effects of urban green settings with respect to heat and particulate matter (PM2.5). These results show psychophysiological benefits of short walks within urban green settings, during the pandemic, which has implications for public health and how we engage with our local environments for physical activity.