The salutogenic effects of green exercise are widely recognised, yet many individuals do not engage in this health-related behaviour. Using a convergent mixed methods approach, this study explored the impact of experiencing nature through Virtual Reality (VR) on the decision-making process relating to green exercise. Three experimental trials were conducted (overall n = 136), in which healthy adults were exposed to different VR scenarios reproducing a virtual walk in an existing urban green area. Participants reported medium–high rating of intent to visit the location. Significant pre-to-post increments in future green exercise intention were observed after the VR exposure, though a significance difference was not achieved in comparison with a control condition. Qualitative analysis revealed the impact of the VR experience on behaviour regulation, and highlighted the pivotal role of anticipated emotional benefits. Despite scepticism, the VR experience was effective in arousing curiosity to explore natural environments, which was associated with environmental perceptions as well as nostalgic and socio-cultural perspectives.