This study investigates how the use of cybernetic avatars (CA) and head-mounted displays (HMD) relates to various aspects of well-being across multiple countries. Using survey data from Japan, South Korea, the United States, and Germany, we examine three questions: how CA use is associated with well-being, how HMD use is related to well-being, and how these associations differ across countries. The results indicate that CA use is positively associated with ultra-short-term emotional well-being and selected dimensions of subjective well-being, while HMD use shows broader associations with medium- and long-term well-being. Notably, the combined use of CA and HMD tends to be related to higher levels of well-being across multiple indicators. However, HMD use is also associated with higher recall of negative emotions in the short term. These patterns vary by country, suggesting cultural or contextual influences. This study offers a comprehensive cross-national perspective on emerging digital technologies and their associations with well-being, providing insights into how CA and HMD might be integrated into society in a way that promotes well-being.