The need for psychotherapy is very high and the lack of care causes a lot of suffering and high costs. This paper presents an interdisciplinary approach to creating an AI-guided exposure therapy for fear of heights in virtual reality (VR). First, ethical principles for the use of conversational AI in psychotherapy were translated into technical requirements and made measurable. Based on this, an autonomous virtual reality exposure therapy was iteratively developed with a therapist. The feasibility and implementation of the ethical principles were tested with a patient. The patient was very satisfied with the VR setup. The AI therapist was also rated positively, although there is still room for improvement regarding conversational skills. Overall, the paper shows how AI can contribute responsibly to improving the psycho-therapeutic supply. It also provides guidelines that make ethical principles tangible and measurable for developers.