Nature-based activities have been used as therapeutic interventions for those experiencing stress and mental ill health. This study investigates whether group walks could be a nature-based intervention to foster resilience, by buffering the effects of recent stressful life events on mental health. An observational research design with propensity score-matched samples compared the mental health of individuals who did (Nature Group Walkers, = 1081) or did not (Non-Group Walkers, = 435) attend nature group walks. A sub-sample of Frequent Nature Group Walkers (at least once per week, = 631) was also investigated. Data were analyzed using multiple regression with an interaction term. All analyses were controlled for age, gender, and recent physical activity. Results showed that neither nature group walking, nor doing this frequently, moderated the effects of stressful life events on mental health. Using a main effects model, the positive associations of group walks in nature were at a greater magnitude than the negative associations of stressful life events on depression, positive affect, and mental well-being, suggesting an 'undoing' effect of nature group walks. Group walking schemes in natural environments may be an important public health promotion intervention for mental health.