Nonverbal cues are paramount in real-world interactions. Among these cues, gaze has received much attention in the literature. In particular, previous work has shown a search asymmetry between directed and averted gaze towards the observer using photographic stimuli, with faster detection and longer fixation towards directed gaze by the observer. This is known as the stare-in-the-crowd effect. In this study, we investigate whether stare-in-the crowd effect is preserved in Virtual Reality (VR). To this end, we designed a within-subject experiment where 30 human users were immersed in a virtual environment in front of an audience of 11 virtual agents following 4 different gaze behaviours. We analysed the user’s gaze behaviour when observing the audience, computing fixations and dwell time. We also collected the users’ social anxiety score using a post-experiment questionnaire to control for some potential influencing factors. Results show that the stare-in-the-crowd effect is preserved in VR, as demonstrated by the significant differences between gaze behaviours, similarly to what was found in previous studies using photographic stimuli. Additionally, we found a negative correlation between dwell time towards directed gazes and users’ social anxiety scores. Such results are encouraging for the development of expressive and reactive virtual humans, which can be animated to express natural interactive behaviour.