Public open space (POS) plays a significant role in fostering human health and wellbeing in cities. A major limitation of current research on POS and health is that there is little attention on the role of various urban features on people's mental health, in different urban context. This study employed wearable sensors (a wearable camera, Empatica 4 wristband and a GPS device) to measure human physiological responses to urban indicators, objectively. To do this, we selected six kinds of public open space (water area, transit area, green area, commercial area, motor traffic area and mixed office and residential area) and recruited 86 participants for an experimental study. Next, we detected urban features by using Microsoft Cognitive Services (MCS) and calculated a change score to assess human physiological stress responses based on galvanic skin response (GSR) and skin temperature from the wristband. Lastly, we applied random effect model and geographically weighted regression analysis to examine the relationship between urban indicators and human physiological stress responses. The findings show that urban flow (vehicles, bikes and people), waterbodies, greenery and places to sit are associated with the changes of human physiological stress response. The findings indicate that the type of urban context may confound the effect of green and blue urban features; i.e., the effect on physiological stress response can be positive or negative depending on the context. The paper highlights the relevance of considering urban context in research on associations between urban features and stress response.