With proper guidance, virtual reality (VR) can provide psychiatric therapeutic strategies within a simulated environment. The visuo-haptic-based multimodal feedback VR solution has been developed to improve anxiety symptoms through immersive experience and feedback. A proof-of-concept study was performed to investigate this VR solution. Nine subjects recently diagnosed with panic disorder were recruited, and seven of them eventually completed the trial. Two VR sessions were provided to each subject. Depression, anxiety, and VR sickness were evaluated before and after each session. Although there was no significant effect of the VR sessions on psychiatric symptoms, we could observe a trend of improvement in depression, anxiety, and VR sickness. The VR solution was effective in relieving subjective anxiety, especially in panic disorder without comorbidity. VR sickness decreased over time. This study is a new proof-of-concept trial to evaluate the therapeutic effect of VR solutions on anxiety symptoms using visuo-haptic-based multimodal feedback simultaneously.