Objective: The study aimed to explore the short-term effects of "green exercise" on state anxiety and to examine the influence of exercise type, intensity, duration, and degree of greenness. Method: A quasi-experimental design involved eight pre-existing outdoor exercise groups (N = 101) who completed pre- and post-exercise questionnaires. Results: Results indicated a significant reduction in participants' state anxiety following green exercise experiences (d = -0.47). However, there was a significant interaction between anxiety changes and the type of green exercise, with effect sizes for the groups ranging between 0.14 and 1.02. The largest anxiety reductions were reported by the Road Cycling, Boxercise, and Mountain Biking groups. Exercise intensity and duration did not impact on state-anxiety changes, however higher degrees of perceived environmental greenness were associated with larger reductions in anxiety. Conclusions: Green exercise effected moderate short-term reductions in anxiety, with greater reductions evident for some exercise groups and for participants who perceived themselves to be exercising in more natural environments. These findings support claims for mental health benefits of green exercise but they also highlight the need to better understand individual and group differences and the role of perceived environmental "greenness".