Attention is a basic cognitive function necessary in most daily activities. Beneficial effects on cognitive abilities after exposure to nature have been reported. To explore if relaxation indoors and in nature differently affect directed attention and physiological measures, 51 participants (39 women) were measured on directed attention with the Necker Cube Pattern Control Test before and after a guided progressive relaxation session indoors and outdoors in nature. Additionally, systolic and diastolic blood pressure and heart rate were measured before and after the relaxation. Participants’ environmental preference was explored. The main result showed an environmental effect on directed attention in favour of the natural environment. No similar environmental effect on physiological measures was seen. The results indicate that relaxation in natural environments had a positive effect on directed attention and hence could be an important component for preventive and rehabilitative interventions for stress-related symptoms.