In the emerging field of neuroarchitecture, understanding the neurophysiological responses elicited by urban spaces is crucial for enhancing the quality of life. This study investigates the modulation of neurophysiological responses in relation to the perception of protection in urban environments. By exploring the impact of immediate, previously visited, or contiguous spaces on the sensory experiences of individuals, we aim to uncover insights into the interplay between architectural design, multisensorial experiences, and the modulation of perceived protection. Using a holistic phenomenological approach, we designed an experiment involving 100 participants to examine how the atmosphere of preceding spaces influences the perception of protection in subsequent spaces. The results and conclusions of this study contribute to the development of methodologies for understanding the neurophysiological responses associated with different levels of perceived protection in urban areas. Ultimately, this research provides valuable insights for architects, urban designers and planners, seeking to create urban spaces that enhance well-being and foster a sense of protection. It provides a new approach to the design of architectural transitions and a smoother change of scale from the exterior to the interior of a building.