Nature therapy and forest bathing (FB) have been shown to have quantifiable positive effects on human health, but the physiological effects of a guided interactive nature activity remain unexplored. Autonomic nervous system responses to a guided nature walk (Nature Break) were assessed through the continuous measurement of the electrodermal activity (EDA), fingertip temperature, and heart rate (HR) of n = 48 participants, using a wearable sensor. Psychological distress was assessed before and after the activity using the Profile of Mood States (POMS) for n = 38 (24 females, 14 males, mean age = 43.55 ± 11.61 years) participants. The negative dimensions of POMS decreased and the positive (vigor) dimensions increased following a Nature Break. Significant differences were found across all of the physiological features, with some differences occurring between the morning and afternoon groups and between different days. The participants’ mean HR decreased throughout the Nature Break. Our results suggest that interactive nature activities have positive psychological benefits and demonstrate the feasibility of using wearable sensors to monitor physiological responses in a naturalistic forest bathing activity.