Various lines of evidence have shown that nature exposure is beneficial for humans. Despite several empirical findings pointing out to cognitive and emotional positive effects, most of the evidence of these effects are correlational, and it has been challenging to identify a cause-effect relationship between nature exposure and cognitive and emotional benefits. Only few of the published studies use psychophysiological methods to assess the biological correlates of these positive effects. Establishing a connection between human physiology and contact with natural settings is important for identifying cause-effect relationships between exposure to natural environments and the positive effects commonly reported in connection to nature exposure. In the present study, we recorded physiological indexes of brain activity (electroencephalography) and sympathetic nervous system (electrodermal activity), while the participants were presented with a series of videos displaying natural, urban, or neutral (non-environmental, computerized) scenes. Participants rated the scenes for their perceived relaxing value, and after each experimental condition, they performed a cognitive task (digit span backward). Participants rated natural videos as the most relaxing. Spectral analyses of EEG showed that natural scenes promoted alpha waves, especially over the central brain. The results suggest that experiencing natural environments virtually produces measurable and reliable brain activity markers which are known to be related to restorative processes.