As Virtual Reality (VR) is starting to be used to train emotional regulation strategies, it would be interesting to propose objective techniques to monitor the emotional reactions of participants during the virtual experience. In this work, the main goal is to analyze if portable EEG systems are adequate to monitor brain activity changes caused by the emotional regulation strategies applied by the participants. The EEG signals captured from subjects that navigate through a virtual environment designed to induce a negative mood will be compared between three experimental groups that will receive different instructions about the emotional regulation strategies to apply. The study will allow us to validate the possibilities of portable EEG devices to monitor emotional regulation strategies during VR exposure.