Awe, a complex emotion composed by the appraisal components of vastness and need for accommodation, is a profound and often meaningful experience. Despite its importance, psychologists have only recently begun empirical study of awe. At the experimental level, a main issue concerns how to elicit high intensity awe experiences in the lab. To address this issue, Virtual Reality (VR) has been proposed as a potential solution. Here, we considered the highest realistic form of VR: immersive videos. 42 participants watched at immersive and normal 2D videos displaying an awe or a neutral content. After the experience, they rated their level of awe and sense of presence. Participants' psychophysiological responses (BVP, SC, sEMG) were recorded during the whole video exposure. We hypothesized that the immersive video condition would increase the intensity of awe experienced compared to 2D screen videos. Results indicated that immersive videos significantly enhanced the self-reported intensity of awe as well as the sense of presence. Immersive videos displaying an awe content also led to higher parasympathetic activation. These findings indicate the advantages of using VR in the experimental study of awe, with methodological implications for the study of other emotions.