Humans have evolved into what they are today after the passage of 6–7 million years. If we define the beginning of urbanization as the rise of the industrial revolution, less than 0.01% of our species’ history has been spent in modern surroundings. Humans have spent over 99.99% of their time living in the natural environment. The gap between the natural setting, for which our physiological functions are adapted, and the highly urbanized and artificial setting that we inhabit is a contributing cause of the “stress state” in modern people. In recent years, scientific evidence supporting the physiological effects of relaxation caused by natural stimuli has accumulated. This review aimed to objectively demonstrate the physiological effects of nature therapy. We have reviewed research in Japan related to the following: (1) the physiological effects of nature therapy, including those of forests, urban green space, plants, and wooden material and (2) the analyses of individual differences that arise therein. The search was conducted in the PubMed database using various keywords. We applied our inclusion/exclusion criteria and reviewed 52 articles. Scientific data assessing physiological indicators, such as brain activity, autonomic nervous activity, endocrine activity, and immune activity, are accumulating from field and laboratory experiments. We believe that nature therapy will play an increasingly important role in preventive medicine in the future.