The worldwide increase in the number of disorders requiring rehabilitation is weighing more and more on healthcare systems, seriously affecting the quality of life of patients. Emergent technologies and techniques should be used more and more in both physical and psychological rehabilitation, after a thorough study of their potential and effects. Our paper presents an original virtual reality-based system including gamified immersive physio-psychological exercises, which was tested in a clinical setting with 25 patients suffering from various musculoskeletal, neuromotor, or mental disorders. A thorough testing protocol was followed during a two-week period, including repeated trials, progress tracking, and objective and subjective instruments used for data collection. A statistical analysis helped us identify interesting correlations between complex virtual reality games and people’s performance, and the high level of relaxation and stress relief (4.57 out of 5 across all games) which can be offered by VR-based psychotherapy exercises, as well as the increased ease of use (4.26 out of 5 perceived across all games) of properly designed training exercises regardless of patients’ level of VR experience (84% of patients with no or low experience and no patient with high experience).