The therapy, previously tested by healthy volunteers, was used by 15 depression patients aged 23-61.
Nine reported reduced depressive symptoms a month after the therapy, of whom four experienced a clinically significant drop in depression severity, researchers said.
In the study by University College London and ICREA-University of Barcelona, patients wore a virtual reality headset to see from the perspective of a life-size 'avatar' or virtual body.
Seeing this virtual body in a mirror moving in the same way as their own body typically produces the illusion that this is their own body. This is called 'embodiment'.
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After a few minutes the patients were embodied in the virtual child and saw the adult avatar deliver their own compassionate words and gestures to them.
This brief eight-minute scenario was repeated three times at weekly intervals, and patients were followed up a month later.
"People who struggle with anxiety and depression can be excessively self-critical when things go wrong in their lives," said study lead Chris Brewin from UCL.
"The aim was to teach patients to be more compassionate towards themselves and less self-critical, and we saw promising results," he said.
"A month after the study, several patients described how their experience had changed their response to real-life situations in which they would previously have been self-critical," said Brewin.
The study offers a promising proof-of-concept, but as a small trial without a control group it cannot show whether the intervention is responsible for the clinical improvement in patients.
"If a substantial benefit is seen, then this therapy could have huge potential," said Slater.
"The recent marketing of low-cost home virtual reality systems means that methods such as this could potentially be part of every home and be used on a widespread basis," he said.
The study was published in the British Journal of Psychiatry Open.