Exposures to outdoor environments have great potential to be protective factors for the mental health of young people. In a national analysis of Canadian adolescents, we explored how such exposures, as well as self-perceptions of connectedness with nature, each related to the prevalence of recurrent psychosomatic symptoms. The data source for this cross-sectional study, consisting of a weighted sample of 29,784 students aged 11-15 years from 377 schools, was the 2013/2014 cycle of the Health Behaviour in School-aged Children (HBSC) study. We modeled reports of exposure to the outdoors and then perceived connection(s) to nature as correlates of reduced psychosomatic symptoms. Associations varied by sex. Among girls, spending on average >0.5 h/week outdoors was associated with a 24% (95% CI: 5%, 40%) lower prevalence of high psychosomatic symptoms, compared to those who averaged no time playing outdoors. No such relationship was observed among boys. Perception of connection to nature as ‘important’ was similarly associated with a 25% (95% CI: 9%, 38%) reduction in the prevalence of high psychosomatic symptoms; this association did not differ by sex or age. Our analysis highlights the potential importance of adolescent engagement with nature as protective for their psychological well-being. It also emphasizes the importance of accounting for differences between boys and girls when researching, planning, and implementing public mental health initiatives that consider exposure to the outdoors. © 2018 The Authors