Walking within nature (Green Exercise) has been shown to immediately enhance mental well-being but less is known about the impact on physiology and longer lasting effects. Heart rate variability (HRV) gives an indication of autonomic control of the heart, in particular vagal activity, with reduced HRV identified as a risk factor for cardiovascular disease. Night-time HRV allows vagal activity to be assessed whilst minimizing confounding influences of physical and mental activity. The aim of this study was to investigate whether a lunchtime walk in nature increases night-time HRV. Participants (n = 13) attended on two occasions to walk a 1.8 km route through a built or a natural environment. Pace was similar between the two walks. HRV was measured during sleep using a RR interval sensor (eMotion sensor) and was assessed at 1-2 h after participants noted that they had fallen asleep. Markers for vagal activity were significantly greater after the walk in nature compared to the built walk. Lunchtime walks in nature-based environments may provide a greater restorative effect as shown by vagal activity than equivalent built walks. Nature walks may improve essential recovery during night-time sleep, potentially enhancing physiological health.