Although a large body of research supports the theory that exposure to nature results in mental health benefits, research evidence on the effects of having a view of green space from home is still scarce. The aim of the present study is to assess the impact that access to a green space view from home has on anxiety and depression. This is a cross-sectional study extracting data from the “2018 Green Spaces, Daily Habits and Urban Health Survey” conducted in Carmona (Spain). The study included variables on sociodemographic and lifestyle, view of green spaces from home, self-perceived health status, and risk of anxiety and depression measured using the Hospital Anxiety and Depression Scale (HADS). Chi-square tests were used to assess variable’s associations and a multiple linear regression models used to identify the variables explaining the risk of anxiety and depression, taking into account sociodemographic characteristics, frequency of visits and view of green spaces from home. According to our results, adults who enjoy a view of green spaces from home have a lower risk of anxiety and depression.