This study was designed to determine the effectiveness of Virtual Reality (VR) exposure in the case of a patient with a diagnosis of two specific phobias (claustrophobia and storms) and panic disorder with agoraphobia. The treatment consisted of eight, individual, VR-graded exposure sessions designed specifically to treat claustrophobia. We obtained data at pretreatment, posttreatment, and 3-month follow-up on several clinical measures. Results point out the effectiveness of the VR procedure for the treatment of claustrophobia. An important change appeared in all measures after treatment completion. We also observed a generalization of improvement from claustrophobic situations to the other specific phobic and agoraphobic situations that were not treated. We can conclude that VR exposure was effective in reducing fear in closed spaces, in increasing self-efficacy in claustrophobic situations, and in improving other problems not specifically treated. Moreover, changes were maintained at 3 months after treatment.