Virtual reality (VR) is used for different trainings e.g. for pilots, athletes, and surgeons. Dangerous and difficult situations are often focused in such simulations in VR, targeting to learn how to perform well under stress. However, there has been little work on understanding stress perception in VR compared to the real-world situation. In this paper we present an investigation of how users experience a stressful task in VR compared to in a classic office environment. Specifically, we investigate the subjective stress experience and physiological arousal with 15 participants performing the Stroop color word test either on a regular desktop screen, in VR, or in VR requiring head movements. Our findings suggest that stressful tasks are perceived less stressful when being performed in VR compared to the real environment as long as there is no additional stress factor, such as head movement involved. Our work indicates that it may be valuable to transfer stressful tasks, currently done in traditional office environments into VR.