The number of consumers playing virtual reality games is booming. To speed up product iteration, the user experience team needs to collect and analyze unsatisfying experiences in time. In this paper, we aim to detect the unsatisfying experiences hidden in online reviews of virtual reality exergames using a deep learning method and find out the unmet psychological needs of users based on self-determination theory. Convolutional neural networks for sentence classification (textCNN) are used in this study to classify online reviews with unsatisfying experiences. For comparison, we set eXtreme gradient boosting (XGBoost) with lexical features as the baseline of machine learning. Term frequency-inverse document frequency (TF-IDF) is used to extract keywords from every set of classified reviews. The micro-F1 score of textCNN classifier is 90.00, which is better than 82.69 of XGBoost. The top 10 keywords of every set of reviews reflect relevant topics of unmet psychological needs. This paper explores the potential problems causing unsatisfying experiences and unmet psychological needs in virtual reality exergames through text mining and makes a supplement for experimental studies about virtual reality exergames.