Introduction: Mental health is an essential component of overall health that is affected by various environmental factors. Research suggests the inclusion of green space and nature settings in built environments is beneficial for mental health, particularly for vulnerable populations such as military Veterans. Inequities exist for certain populations in relation to accessing a high quality and quantity of green space. Methods: This conceptual review offers a broad assessment of peer-reviewed literature examining links between green space and mental health. Results: Many studies have highlighted associations between exposure to green space and the mental health of vulnerable populations, such as Veterans and individuals of relatively low socio-economic status (SES). Evidence points to the importance of contextual features of green space, such as quality and quantity of green space, in relation to mental health benefits. Engagement in nature-based outdoor activities in green space, or other nature settings, appears to offer restorative effects linked to cognitive function and mental health benefits. Discussion: There is an emerging body of evidence on the relationship between mental well-being and accessibility to green space and nature settings, particularly for vulnerable populations. More research should focus on accessibility to green space and nature settings for the Veteran population.