Short-term exposure to nature has excellent potential to be used as a public health intervention measure. Nevertheless, the physiological and psychological mechanisms of this health benefit are still unclear. In this study, we intend to verify the effects of short-term exposure to nature on psychological functioning and to explore the underlying mechanism through experiments conducted in immersive virtual environments (IVEs). Participants were randomly exposed to videos of an urban forest and an indoor environment in IVEs. Before and after the exposure, a participant's self-perceived stress and cognitive performance were measured using the PSS14 form and the Stroop task, respectively. Their brain activities during the exposure were measured using the electroencephalogram (EEG). The PSS-14 and the Stroop task results confirmed the benefits of stress reduction and cognitive performance improvements from short-term nature exposure. At the same time, rhythmic brain activities during nature exposure indicated better attentional states. The electrodes around the parietal region detected significantly stronger power spectral density of the theta band than other bands. Also, participants showed high functional connectivity among different brain parts during nature exposure, which revealed better cognitive flexibility. The topographic pattern of the differences in functional connectivity overlapped well with the default mode network (DMN)-a "task-negative" network active during the resting state. The overlap indicated a lower cognitive processing load when exposing to nature. Our results support the hypothesis that nature's restorative effects mainly come from effortless processing in natural environments.