Complexity has been always a part of an individual’s life under different guises. However, it has always been hard to provide a clear definition of what complexity really is. For instance, in the field of science, complexity can concern systems progressively emerging multiple interactions among different components given perturbations and following basic rules. This definition, as well as the concept of a system, can also be applied to human experience, whose unfolding takes place through the interactions of specific cognitive, perceptual, and emotional components bringing forth peculiar phenomena, which we labeled as “complex experiences.” At the ExperienceLab, we sought to investigate specific complex experiences ranging from the emotional to the cognitive domain, as well as their intersections. Sublime, awe, elevation are types of complex emotional experiences, and they can stem from something able to challenge our accustomed mental schema. This can be either natural as well as artificial, and Virtual Reality (VR) proved a key medium to pursue this goal in a controlled setting, such as the lab. On the one hand, VR allows manipulating individual’s body perception and memory thanks to the embodiment with a virtual body. On the other hand, VR acts an effective tool for eliciting complex emotional states in an ecological way. A series of study on the potential of VR for studying complex experience is presented.