Self-esteem, confidence, stamina and increased concentration of pupils with short attention spans were found to be boosted during the study, headed by the Forestry Commission, that looked at six areas of learning.
Many pupils were quiet and reserved at first but gradually were willing to share ideas as a team, the report says. Children aged four to nine from Ysgol Pentre, a small primary in Pentre, North Wales, were randomly selected for the study, which also took in parents' views.
Teachers tracked the progress of the pupils, who were asked to keep diaries. Ffion Hughes, the Forestry Commission's north-east education officer, led the research alongside Lorna Jenner, a freelance environmental education consultant.
Ms Hughes said the findings justified the inclusion of the forest school approach, based on a Scandinavian project, in the play-led foundation phase curriculum for three to seven-year-olds.
"This project represents an important milestone in the story of forest schools in Wales and will hopefully lead to a strengthening of our woodlands play."
Estyn has praised the project, calling it outstanding after a recent school inspection. The report, which the Commission claims is ground-breaking, also found that four out of nine pupils were keener to explore the countryside while out with their families.
Children who previously lacked interest were able to walk long distances and jump over stiles after five weeks, it says. The report will go to all local authorities in Wales.