This paper proposes to analyse user experience using two different immersive device categories: a cave automatic virtual environment (CAVE) and a head-mounted display (HMD). While most past studies focused on one of these devices to characterize user experience, we propose to fill the gap in comparative studies by conducting investigations using both devices, considering the same application, method and analysis. Through this study, we want to highlight the differences in user experience induced when using either one of these technologies in terms of visualization and interaction. We performed two experiments, each focusing on a specific aspect of the devices employed. The first one is related to distance perception when walking and the possible influence of the HMD’s weight, which does not occur with CAVE systems as they do not require wearing any heavy equipment. Past studies found that weight may impact distance perception. Several walking distances were considered. Results revealed that the HMD’s weight does not induce significant differences over short distances (above three meters). In the second experiment, we focused on distance perception over short distances. We considered that the HMD’s screen being closer to the user’s eyes than in CAVE systems might induce substantial distance perception differences, especially for short-distance interaction. We designed a task in which users had to move an object from one place to another at several distances using the CAVE and an HMD. Results revealed significant underestimation compared to reality as in past work, but no significant differences between the immersive devices. These results provide a better understanding of the differences between the two emblematic virtual reality displays.