The evolution of virtual reality (VR) technologies requires setting boundaries of its use. In this study, 3 female participants were experiencing VR scenarios with stressful content and their activity of the autonomic nervous system and EEG were recorded. It has been discovered that virtual reality can evoke acute stress reactions accompanied by activation of the sympathetic nervous system and a decrease in the activity of the parasympathetic nervous system. The high-stress response is accompanied by a decrease in the power of the EEG, and, on the contrary, the activation of the avoidance reaction is accompanied by an increase in the power of the EEG alpha waves. Therefore, the use of stressful VR content can cause high emotional stress to a user and restrictions should be considered.