We present in this chapter a new 3D interactive method for visualizing multimedia data with virtual reality, named VRMiner. We consider that an expert in a specific domain has collected a set of examples described with numeric and symbolic attributes but also with sounds, images, videos, web sites or 3D models, and that this expert wishes to explore these data to understand their structure. We use a 3D stereoscopic display in order to let the expert easily visualize and observe the data. We add to this display contextual information such as texts and small images, voice synthesis, sound. Larger images, videos and web sites are displayed on a second computer in order to ensure real time display. Navigating through the data is done in a very intuitive and precise way with a 3D sensor that simulates a virtual camera.