Virtual reality lets the user be immersed in a 3-dimensional environment, which can enhance certain emotional responses to stimuli relative to experiencing them on a flat computer screen. We here tested whether displaying two different types of threats in immersive virtual reality enhanced threat related autonomic responses measured by skin conductance responses (SCRs). We studied innate and learned threat responses because these types of threats have been shown to depend on different neural circuits in animals. Therefore, it is possible that immersive virtual reality may modulate one of these threats but not the other. Innate threat responses were provoked by the sudden appearance of characters at proximal egocentric distance, which were compared to the sudden appearance of distant characters (proximal threat). Learned threat responses were studied by conditioning two of the characters to an electric shock (conditioned threat) and contrasting SCRs to these characters with SCRs to two other characters that were never paired with shock. We found that displaying stimuli in immersive virtual reality enhanced proximal threat responses but not conditioned threat responses. Findings show that immersive virtual reality can enhance an innate type of threat responses without affecting a learned threat response, suggesting that separate neural pathways serve these threat responses.