The multifactorial genesis of old-age depression requires multi-professional therapy combining physical activity and psychosocial interventions; however, there is still a percentage of older people who do not exhibit satisfactory improvements. The aim of this study was to evaluate the effectiveness of virtual therapy in the elderly for whom the previous multimodal, biopsychosocial therapeutic programme had not brought the expected results. Twenty-five elderly women with depressive symptoms were randomly divided into a virtual reality group (VR, n = 13) and a control group (Control, n = 12). The average age was 70.73 and the average intensity of depression symptoms amounted to 12.26 in the Geriatric Depression Scale (GDS-30). As a virtual reality source, the VRTierOne (Stolgraf®) device was used. The therapeutic cycle consisted of eight virtual therapy sessions, twice a week for four weeks. As primary and secondary outcome measures, the GDS-30 was performed at three time points. In the VR group, the GDS-30 score was reduced by 36%, and the result persisted in the follow-up tests. Immersive virtual therapy significantly lowered the intensity of depressive symptoms, as well as stress and anxiety levels in older women taking part in the group-based multimodal therapeutic programme, whose earlier therapy had not brought the expected results.