This paper addresses the issue of real-time optimal trajectory generation of a micro Air Vehicle (MAV) in unknown urban environments. The MAV is required to navigate from an initial and outdoor position to a final position inside a building. To achieve this objective, we develop a safe path planning method using the information provided by the GPS and a consumer depth camera. With the purpose to develop a safe path planning with obstacle avoidance capabilities, a model predictive control approach is developed, which uses the environment information acquired by the navigation system.