Virtual reality (VR) and hypnosis (H) are useful pain management tools, but the potential benefit of their combination (VRH) has yet to be studied. This study examines the user experience of VRH, compared to H and VR alone, using interviews following an experimental study examining the effect of the three interventions on pain perception. Following a within-subjects repeated measures experimental design, 16 participants received the three interventions during which they received painful electrical stimuli. Following each intervention, explanatory interviews were conducted to allow participants to elaborate on their user experience. A thematic analysis was conducted on the data collected. Three themes emerged from the interviews: (1) satisfaction: participants mostly had positive feelings toward the three modalities, with the most beneficial effects on relaxation expressed for H. (2) Body perception and attention focus: immersion in the VR and VRH conditions was appreciated. Participants described their perceptions of pain perception during the 3 conditions. (3) Device acceptability: H was the most liked, followed by VRH, and then VR alone. Intention of use was reported following the same order. The data collected highlighted participants' opinions of these different interventions and suggested adjustments for future development of the VRH intervention in pain management.