Scientific research has widely examined the therapeutic and health benefits of being in contact with natural environments. Nature walk have been proposed as a cost-effective and inclusive method for successfully exploiting nature for the promotion of health and well-being. Depression and anxiety symptoms have been shown to benefit from nature walk. Despite recent empirical findings published in the scientific literature, a summary quantitative work on the effect of nature walk on depression and anxiety does not yet exist. The present systematic review and meta-analysis quantitatively analyze and qualitatively discuss the studies published on the effect of nature walk on depression and anxiety published during the past decade. A database search as well as snowballing methods were used to retrieve eligible articles. The research question and literature search were based on the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. Based on screening and retrieval processes, seven studies met the eligibility criteria and were then included in the quantitative meta-analysis. Risk of bias (RoB) analysis was used to evaluate the quality of the included studies using the Newcastle-Ottawa Scale. After a qualitative evaluation of the studies, data from six experiments were included in the meta-analysis. The meta-analysis show that nature walk effectively improve mental health. The findings were confirmed for the experiments reporting the quantitative data within groups (pre- and post-test) and between groups (experimental vs. control group).