Virtual reality has demonstrated its efficacy in managing physical and psychological symptoms, but little is known about its role in family caregivers of individuals in palliative care. The virtual reality content «Come with me™» was carefully co-created by the start-up Nipper Media with Canadian stakeholders specialized in palliative care. Codesign resulted in an immersive experience adapted to the context of palliative care. The objective of this study is to explore the effect of Canadian virtual reality content on anxiety in a group of family caregivers of individuals receiving end-of-life palliative care. Participants included 10 family caregivers with an average age of 56.8 years (SD = 22.8, range = 22–78) who tested the virtual reality content «Come with me™» with Pico 3 glasses during a single session of 8.5 min (SD = 0.84) and 22.9 s (SD = 4.25). Outcome measures included the State-Trait-Anxiety-Inventory, the Edmonton Symptom Assessment System Revised, the System Usability Scale, and visual analogue scales of satisfaction and security. After exposure to a single session of virtual reality content, participants reported a significant decrease in anxiety levels without cybersickness symptoms, excellent usability, high levels of satisfaction, and a high perception of security. To our knowledge, this is the first study demonstrating significant positive effects in the reduction of anxiety in a group of family caregivers of individuals in end-of-life care following a short single session of virtual reality content. «Come with me™» is an easy-to-use virtual reality technology for family caregivers in palliative care.