Natural environments have been associated with mental health benefits worldwide. However, how different elements and types of natural environments associate with mental health is still largely unknown. In this study, we perform a detailed analysis on a large, nation-wide data set of mental health records (908 553 individuals) for Denmark combined with remotely-sensed land cover and vegetation density data. We explore associations between growing up surrounded by different environments and rates of a spectrum of 18 psychiatric disorders. Childhood land cover exposure for urban, agricultural, near-natural green space, and blue space was determined around the residence of each individual. Vegetation density and air pollution were evaluated as potential pathways. Cox proportional hazards models were used to estimate rates as hazard ratios and then adjusted for potential confounding from other known risk factors. For 12 of 18 disorders, rates were lower for children growing up in environments with more natural elements (near-natural green space, blue space, and agriculture) compared to children growing up in urban environments. High vegetation density was associated with lower rates for most disorders within all the examined environments, whereas mitigation of air pollution by natural environments seemed a less important potential pathway. Rates were not notably changed by adjustment for urbanization, parental and municipal socioeconomic status, family history of mental illness, and parents’ age. In conclusion, we found that growing up surrounded by a range of natural environments such as near-natural green space, blue space, and agriculture may lower rates of psychiatric disorders. Our results show the importance of ensuring access to natural environments from as nature-based solutions for improved public health and sustainable, livable cities.