The demand for mental health support has highlighted the potential of conversational AI and immersive metaverses. However, these technologies possess weaknesses. The AI agents are intelligent but often disembodied, while metaverse environments provide a sense of presence but typically lack dynamic and intelligent responsiveness. To address this gap, we design and verify an experimental environment integrated with a conversational AI agent, enabled by ChatGPT, into a metaverse platform. We conducted a within-subjects experiment with 15 participants who interacted with the agent in both the immersive metaverse and a standard text-chat interface to investigate user preferences and subjective experiences. After the experiment, participants are required to answer a questionnaire to assign the scores, which can represent the user preferences and subjective experiences. The results showed that the scores were slightly different between the two conditions. Especially, qualitative feedback from participants revealed that all participants subjectively reported the AI-Metaverse condition as better. This study provides an exploratory study to demonstrate the potential of human–AI interaction in mental health support that should be further investigated.