This paper explores the emotional responses of individuals with moderate social anxiety in both in-person and virtual reality (VR) settings to determine VR's efficacy as a therapeutic tool. With the increasing prevalence of social anxiety, particularly post-COVID-19 due to heightened social isolation, innovative interventions are necessary. Utilizing a mixed-methods approach, we compared physiological responses in a VR environment. This research contributes to understanding VR's role in managing social anxiety and proposes directions for future research to enhance the realism and therapeutic potential of VR experiences.