The prolonged lockdown imposed to contain the COVID-19 pandemic prevented many people from direct contact with nature and greenspaces, raising alarms for a possible worsening of mental health. This study investigates the effectiveness of a simple and affordable remedy for improving psychological well-being, based on audio-visual stimuli brought by a short computer video showing forest environments, with an urban video as a control. Randomly selected participants were assigned the forest or urban video, to look at and listen early in the morning, and filled questionnaires. In particular, the State-Trait Anxiety Inventory (STAI) Form Y, collected in baseline condition and at the end of the study, and the Part II of the Sheehan Patient Rated Anxiety Scale (SPRAS), collected every day immediately before and after watching the video. The virtual exposure to forest environments showed effective to reduce perceived anxiety levels in in people forced by lockdown in limited spaces and environmental deprivation. Although significant, the effects were observed only in the short term, highlighting the limitation of the virtual experiences. The reported effects might also represent a benchmark to disentangle the determinants of health effects due to real forest experiences, for example, the inhalation of biogenic volatile organic compounds (BVOC).