A systemic review (a review of lots of studies) conducted by the Peninsula College of Medicine & Dentistry analysed existing studies & have concluded that there are benefits to both physical & mental well-being from participating in outdoor fitness.
The study found that both mental & physical health improved more than compared to exercising indoors. Exercising in natural environments was associated with a greater feeling of revitalisation, increased energy and positiveness, whilst a positive decrease was seen in anger, tension, confusion and depression. It was also reported that participants emphasised greater enjoyment and satisfaction with outdoor training and stated they were more likely to repeat the activity.
If you were unsure before i hope this persuades you to try outdoor training.