The stress-reducing effect of nature exposure is well documented, but evidence concerning children in Early Childhood Education (ECE) remains limited. We examined whether the cortisol slopes of 4- to 7-year-old children were steeper (indicating lower stress) on ECE days including a trip to nature compared to a control day, and whether different types of nature-connective educational environments and practices ("educational architectures") affected children's psychological nature connectedness and stress levels. The results show an association between nature trips and cortisol slopes, indicating that such trips may alleviate children's stress load during ECE. Contrary to earlier research, the higher were the nature-connectiveness of educational architectures (in the facilities, yards, and practices), the flatter were the slopes, indicating higher stress during the day at ECE. Furthermore, there was no association between nature-connective educational architectures with children's nature connectedness. Parental evaluations did not correlate with self-evaluations but did correlate with their own, self-evaluated nature connectedness, raising questions whether the unrelatedness is due to children not fully understanding the measurement used or parents' evaluations being biased toward their own sense of connectedness. Consistent with earlier research, children's self-evaluations demonstrated a considerable ceiling effect. In conclusion, while with regard to nature connectedness we found no connections with nature exposure, our study supports the stress-reducing effect of nature exposure in the context of nature trips, but not in relation to the nature-connectiveness of educational environments and practices in the ECE unit.