Generalized anxiety disorder (GAD) is a common anxiety disorder characterized by 6 months of “excessive anxiety and worry” about a variety of events and situations. Anxiety and worry are often accompanied by additional symptoms like restlessness, being easily fatigued, difficulty concentrating, irritability, muscle tension and disturbed sleep. GAD is usually treated with medications and/or psychotherapy. In particular, the two most promising treatments seem to be cognitive therapy and applied relaxation. In this study we integrated these approaches through the use of a biofeedback enhanced virtual reality (VR) system used both for relaxation and controlled exposure. Moreover, this experience is strengthened by the use of a mobile phone that allows patients to perform the virtual experience even in an outpatient setting. This paper describe the results of a controlled trial (NCT00602212) involving 20 GAD patients randomly assigned to the following groups: (1) the VR and Mobile group (VRMB) including biofeedback; (2) the VR and Mobile group (VRM) without biofeedback; (3) the waiting list (WL) group. The clinical data underlined that (a) VR can be used also in the treatment of GAD; (b) in a VR treatment, patients take advantage of a mobile device that delivers in an outpatient setting guided experiences, similar to the one experienced in VR.