If you look at the back of an individual flower, you will notice a tiny green swelling. If pollination occurs, the flower falls off and this green bit will grow considerably into a seed pod. Seed release can happen at any time, often when the pod is still green. Mature seed is brownish. You can pin a little bit of panty-hose round a swelling pod to catch the seed before it flies off in all directions. Seed will not reliably come true, the only way to ensure a duplicate plant is to take cuttings.

"Seed release can happen at any time, often when the pod is still green."
Thanks you Alison!
I've grown Impatiens for years, I've read instructions for saving seeds yet have never been able to find the seeds - they never seem to turn brown, now I'll check them out for seeds when the pod is still green.
I've started new ones from cuttings many times but would like to try using the seeds too.

I have been looking and looking for seed pods to form on my impatiens. This is the first year growing them. I just went out front to look for the green seed pod. I believe I have a few little green pods forming on what was a stem of a flower. Any idea on how long it takes for the pod to get close to releasing the seed? With the success I had growing them this year, I sure hope to be able to try them this winter with my own seed.

Sandy