Practicing sports and physical activities has a huge positive impact on physiological and psychological wellbeing of individuals. Drawing from Environmental and Positive psychology, the idea presented in this paper highlight the even stronger psychological benefits related to training, exercising and playing sports in natural environments. Specifically, given their intrinsic characteristics, such contexts are more prone then urban environments to foster positive emotions, controlled cognitions and aware consciousness. Future research should focus on understanding such effects, also providing guidelines and applications to promote a prolonged engagement in physical activities, which in turn can lead to better health and quality of life.