Natural environment has a positive effect on individual mental health, which can be proved by many studies, both domestic and overseas. At present, some sunrise industries such as forest healthcare and natural tourism are booming in China. However, academically speaking, there’s still a lack of systematic summary of researches on the relationship between natural environment and mental health in China, as well as a lack of comparison with foreign research achievements, which hinders the further development of the field to some extent in China. Therefore, this paper reviews the literature systematically by using the database, China National Knowledge Infrastructure (CNKI), in order to understand the research status in China and find out its gap with foreign studies. The results show that the study in this area in China can be divided into three stages, namely the embryonic stage (prior to 2000), the start-up stage (2001–2008) and the stage of initial development (since 2009); disciplines involved in the study mainly cover forestry, agriculture, psychology, medicine, sports science, tourism, ecology, education and geography. In general, the research in China concentrates on four topics: ecological psychology, the impact of natural ecological environment on mental health, the impact of artificial ecological environment on mental health, as well as the impact of natural tourism on mental health. Based on the findings, a future study framework and some main study lines are suggested: firstly, a systematic study on the relationship between natural environment and mental health in other countries should be conducted; secondly, factors affecting mental health in natural environment should be identified; thirdly, an evaluation system of psychological effect of natural environment should be established; finally, the utilization modes and influencing mechanism of natural environment should be explored.