Due to the unexpected emergence of COVID-19, different cities improvised responses to prevent the virus from spreading and infecting the population. Madrid, capital of Spain and one of the most affected cities in Europe, confined everyone home and closed most public and private spaces, including public parks. The whole situation was surely to be responsible for stress-levels to peak. We developed an online survey to better understand the relationship between people and Urban Green Spaces prior to the COVID-19 pandemic, and the new bond that may have emerged from this interruption. We recruited participants, without gender or age preference, excluding underage children and teenagers, using a combination of convenience sample and a snowball approach. A total of 132 responses were logged. The study was limited to mental health inferences, specifically related to stress and its most frequent manifestations among the urban population. These indicators included physical, mood or behavioral changes and were studied on those participants who had access to UGS before and during confinement. Among the most important findings, we confirmed that when people are confronted with stressful situations, indoor plant interaction is not a substitute for different outdoor green experiences; those who interacted with green spaces in a daily manner managed stress levels better than people who didn’t (but their effects might lose strength over time); and turning to green spaces for comfort during stressful times when you don’t usually do so helps overcome difficult situations. This article contributes to the growing study of green spaces as a means towards improved mental well-being in urban areas.