Identifying users’ experience when using products is one of the major challenges for design. Analyzing users’ psychophysiological reactions to an experience using biofeedback can produce more reliable results than using subjective evaluations, such as structured interviews and questionnaires. Two case studies were conducted to identify emotions users actually felt and to check whether there is some correspondence with what they reported after using two computational systems. The first system investigated users’ emotions during training on a vehicle driving simulator, and the second analyzed the emotions experienced during a car racing game, both in a virtual reality environment. User’s opinions about their emotional state were obtained using self-report techniques (using the Geneva Emotions Wheel—GEW and Positive and Negative Affective Schedule—PANAS questionnaires) and applying EEG (brain activity with Frontal Alpha Asymmetry Index—FAAI) and infrared thermography (facial thermograms). The training experiment presented the greater concordance between the psychophysiological and the self-report responses. Results evidenced the importance of undertaking multimodal studies in design research to determine users’ emotional experiences in a virtual reality context.