Background: In 2020, the world was surprised by the spread and mass contamination of the new Coronavirus (COVID-19). COVID-19 produces symptoms ranging from a common cold to severe symptoms that can lead to death. Several strategies have been implemented to improve the well-being of patients during their hospitalization, and virtual reality (VR) has been used. However, whether patients hospitalized for COVID-19 can benefit from this intervention remains unclear. Therefore, this study aimed to investigate whether VR contributes to the control of pain symptoms, the sensation of dyspnea, perception of well-being, anxiety, and depression in patients hospitalized with COVID-19. Methods: A randomized, double-blind clinical trial was designed. Patients underwent a single session of VR and usual care. The experimental group (n = 22) received VR content to promote relaxation, distraction, and stress relief, whereas the control group (n = 22) received non-specific VR content. Results: The experimental group reported a significant decrease in tiredness, shortness of breath, anxiety, and an increase in the feeling of well-being, whereas the control group showed improvement only in the tiredness and anxiety. Conclusions: VR is a resource that may improve the symptoms of tiredness, shortness of breath, anxiety, and depression in patients hospitalized with COVID-19. Future studies should investigate the effect of multiple VR sessions on individuals with COVID-19.