Immersive virtual reality(VR) consists of immersion in artificial environments through the use of real-time render technologies and the latest generation devices. The users feel just as immersed as they would feel in an everyday life situation, and this sense of presence seems to have therapeutic potentials. However, the VR mechanisms remain only partially known. This study is novel in that, for the first time in VR research, appropriate controls for VR contexts, immersive characteristics (ie, control VR), and multifaceted objective and subjective outcomes were included in a within-subject study design conducted on healthy participants. Participants received heat thermal stimulations to determine how VR can increase individual heat-pain tolerance limits (primary outcome) measured in degrees Celsius and seconds while recording concurrent autonomic responses. We also assessed changes in pain unpleasantness, mood, situational anxiety, and level of enjoyment (secondary outcomes). The VR induced a net gain in heat pain tolerance limits that was paralleled by an increase of the parasympathetic responses. Virtual Reality improved mood, situational anxiety, and pain unpleasantness when participants perceived the context as enjoyable, but these changes did not influence the increases in pain tolerance limits. Distraction increased pain tolerance limits but did not induce such mood and physiological changes. Immersive VR has been anecdotally applied to improve acute symptoms in contexts such as battlefield, emergency, and operating rooms. This study provides a mechanistic framework for VR as a low-risk, nonpharmacological intervention, which regulates autonomic, affective (mood and situational anxiety), and evaluative (subjective pain and enjoyment ratings) responses associated with acute pain.