Forest recreation can be successfully conducted for the purpose of psychological relaxation, as has been proven in previous scientific studies. During the winter in many countries, when snow cover occurs frequently, forest recreation (walking, relaxation, photography, etc.) is common. Nevertheless, whether forest therapy conducted in a forest environment with a snow cover will also have a positive effect on psychological indicators remains unknown. Furthermore, male subjects frequently participate in forest therapy experiments, whereas females are rarely involved. Thus, in this study, the effectuality of forest recreation during winter and with snow cover was tested on 32 young females. For these reasons, the experiment involved 15 min periods of relaxation in a forest environment or in an urban street environment, in addition to a pre-test under indoor conditions (randomized controlled study). Four psychological questionnaires Profile of Mood States (POMS), Positive and Negative Affect Schedule (PANAS), Restorative Outcome Scale (ROS), Subjective Vitality Scale (SVS)) were administered to participants before and after interventions. Results showed that participants’ levels of negative mood, as measured by different aspects of the POMS questionnaire (tension/anxiety, anger/hostility, depression/dejection, confusion, and fatigue), decreased after exposure to the forest environment. In contrast, both tension/anxiety and anger/hostility increased in the urban street environment. The indicator of negative affect from the PANAS questionnaire also increased after exposure to the urban street environment, whereas the indicator of positive affect based on PANAS was higher in the forest environment than in the urban street environment. Restorativeness and subjective vitality exhibited higher values after exposure to the forest environment in comparison to those from the control and pre-test. The changes in these indicators demonstrate that forest recreation in the snow during winter can significantly increase psychological relaxation in females, as well as show that recreation can be successfully conducted under these winter conditions.