Virtual Reality is defined as the implementation of a virtual world that the user perceives as the real one. This can lead having the physical feeling of teleportation into another environment, forgetting the real world and even the physical body. This sensation of immersion affects the stimulus (visual, acoustic and haptic) perceived by the user and it is able to modify the brainwaves power. We think that this can be profitable for pain relief, as the patient feels many synchronized stimulus and he/she needs to be concentrated to process all the information and attenuate the pain sensation or change the initial mood. For that reason, this work proposes a pilot study of a VR environment combined with binaural beats, colors and movements to evaluate the perception the user has. It is believed that the use of different binaural beats in a long period of time can help patients to induce a relaxation state (mood) and consequently the perception to pain. The results of this work can be helpful for developing a pain management system with several configurable situations (VR scene, Colour & Sound combination, etc.). In this pilot study we apply 8 types of binaural sounds in a standard common VR scenario and we propose the end users to select the experimented feeling they felt in any case.