Researchers surveyed online 269 college students in 2013 about their experiences with popular video games such as 'Resident Evil', 'Call of Duty' and 'Amnesia: The Dark Descent.'
They followed a method that has been used in studying fear reactions to non-interactive media, such as movies and television programmes.
They wanted to assess whether the fear felt while playing video games was the same as with movies and shows.
"It was interesting to see how the fright reactions that people had, how the emotional experiences that they were having, differed from those reported with non-interactive media," said Teresa Lynch, PhD student at the Indiana University's Media School.
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Close to half of those surveyed - 44.1 per cent - said they enjoyed feeling scared.
"That answers one part of the question of why do people continue to expose themselves to these aversive stimuli, why do they continue to expose themselves to these things that they know are going to cause an unpleasant emotional experience. It's because to some degree, in some way, they're getting pleasure out of it," she said.
"A few people did share in open-ended reports they enjoyed the feeling of surviving the experience," said Lynch.
The researchers feel that part of the enjoyment comes from talking about these experiences.
While surveyed, respondents had the opportunity to forego a question about whether they had experienced fear while playing video games. Most were willing to share an example and many provided more than one experience.
"I think we share fear experiences because it is something that connects us on a very primal level," said Lynch.
Although survival horror comprised more than half of the games cited as causing fear, many other games cited did not come from this genre.
The finding appears in the Journal of Broadcasting and Electronic Media.