The relationship between interactive media and stress has gained wide interest in the mental health area. In our research, we found that interactive experiences helped people manage their stress. By combining different techniques, which may produce more significant outcomes than single-strategy programs, we developed a stress management protocol to increase self-awareness, to control and relax oneself, induce positive emotions, and substitute negative emotions. Our stress management protocol was tested in a controlled study comparing three interactive experiences (virtual reality [VR], video, and audio). Results showed the efficacy of all three interactive experiences in inducing positive emotions and integrating different approaches to manage stress. In particular, VR showed better improvements related to the psycho-physiological changes. Implications of the results for worldwide healthcare services will be discussed.