Elephant Walk isn't too far away from there. Delicious vegan options but it's not cheap and on the fancier side.
Yard House is very close to Fenway but I haven't been myself. Their website warns that they aren't really vegan because of shared cooking surfaces, but if that doesn't bother you, it looks like they have some decent options. They have a gardein-specific menu! http://www.yardhouse.com/menus/gardein.aspx
Then again, if you don't mind taking the T for a little bit, your options really open up. Boloco on Newbury St. for a cheap option, My Thai in Chinatown isn't much further and very close to the Boylston stop on the green line.