Existing research on the impact of urban environment on residents' mental health is mostly based on subjective evaluation, with few studies using objective physiological data to reflect the immediate impact of the environment on individuals. There is a lack of scientific experimental design and causal inference methods, which weakens its guiding value in policy formulation. As an experimental study, this paper attempts to use Emotiv EPOC+equipment to measure the impact of different urban environments (such as urban busy areas, urban quiet areas and urban green areas) on individual EEG physiological data, analyze the effects of urban environments on residents' psychological activity, and reveal the black box of the mechanisms by which the environment acts on individuals. This study finds that green spaces can help improve alpha waves, decrease beta waves, and put individuals in a "bottom-up" state of involuntary attention, which helps to alleviate fatigue and restore attention; and the urban environment will improve beta waves and put individuals in a "top-down" state of directed attention, which can cause fatigue for a long time. The research results indicate that the research perspective and methods based on neuroscience experiments can avoid the shortcomings of subjective evaluation at the theoretical level, which helps to deeply analyze the process, mechanism, and effects of urban environment on residents' mental health, and achieve the inference of causal effects of environmental effects on individuals. At the practical level, decision-making based on scientific evidence can help promote the transition of spatial intervention decision-making from relying on subjective experience to objective evidence, and from a statistical path to an experimental path.