Individuals with paranoia often experience a high level of self-criticism and negative emotions. Guided compassion-focused (CF) imagery has shown to be successful in reducing these negative emotions and paranoid thoughts. However, some individuals have difficulties with CF imagery. By enabling a sense of presence, immersive virtual environments can overcome these limitations and induce specific emotional responses to support the development of self-compassionate feelings. In our study, we compared an immersive CF (CF-VR) with a controlled VR condition in a student sample of N = 21 participants with slightly elevated symptoms of paranoia. A virtual mission on the moon was designed and implemented to induce self-compassionate feelings with the help of interacting with a space nebula that represented the power of compassion. Our results show that the CF-VR intervention was well accepted and effective in reducing state paranoid thoughts. Worry decreased significantly within the CF-VR group, while self-compassion increased.