Virtual Reality Environments (VREs) are widely deployed in mental health treatments, often associated with relaxation techniques. The personalization of natural VR-based scenarios is a key element that can further facilitate users’ sense of presence and relaxation. This study explored the role of VREs’ personalization in the user experience with an environment supporting relaxation, by deploying mixed methods. Methods: A non-clinical sample of 20 individuals participated in exposure to a supportive body-scan-guided relaxation VRE. In the personalized conditions, the participants had the option of choosing the context (e.g., sea, mountain, or countryside) and including in the scenario different types of sounds, visual elements, and changing the time of day and weather. In the standard conditions, individuals were exposed to a relaxing VRE, but they could choose neither the context nor the auditory and visual elements. The order of presentation of the personalized vs non-personalized environments was randomized. Measures regarding relaxation, state-anxiety perceived levels, VRE-related symptoms, the usability of the Virtual Reality (VR) setting, sense of presence, pleasure, activation, engagement, and level of immersion experienced were collected before and after exposure to the VR environments. Results: Findings showed that personalized VREs were preferred by users. Participants generally preferred to experience a greater immersivity, pleasure, engagement, and relaxation in the personalized virtual settings. Conclusion: The study further confirms the role of personalization as a component positively contributing to relaxation and engagement. Future research may further assess this effect in the context of large-scale controlled studies involving clinical and non-clinical populations.