There exists a need for new methods to address treatment anxiety in pediatrics-at the same time, deep breathing exercises and virtual natural environments have both been known to have stress-reducing qualities. This article reports the combined effect of these two methods in a pediatric setting. A feasibility study was conducted in a local hospital. The study had a within-subjects design, and it included 21 child patients aged 8 to 12 years old, who used a virtual reality (VR) relaxation application developed for this purpose during an intravenous cannulation procedure related to their treatment. The key findings highlight a statistically very significant stress reduction associated with the utilized VR intervention, demonstrated by heart rate variability measurements (SDNN, < 0.001; RMSSD, = 0.002; Stress Index, < 0.001; LF/HF ratio, = 0.010). This effect was consistent regardless of the level of general anxiety or the level of needle phobia of the patient, and no adverse effects were observed. The results show the strong potential of using deep breathing exercises in virtual natural environments for addressing treatment anxiety related to invasive pediatric procedures.