Previous work suggests that the mere visual perception of disease cues displayed in 2D videos or photos can proactively enhance mucosal immune responses even without actual pathogen exposure. In this paper, we present the first immersive immunological experiment, which investigates if social interactions with virtual agents in virtual reality (VR) can lead to a mucosal immune response, in particular, a proactive release of secretory immunoglobin A(sIgA) in saliva. Therefore, we simulated a virtual bus stop scenario of enhanced airborne contagion risk in which participants were required to closely approach and establish eye contact with ten agents in two conditions. In the first (i.e., contagion) condition, seven of the ten agents sneezed directly before smiling or at predefined intervals. The second (i.e., control) condition used the same agents but without sneezes. We tested 70 healthy participants in a between-subjects design, measured changes in salivary sIgA, as well as subjectively perceived disgust and contagion risk, and assessed their sense of presence and cybersickness in the VE. We found that sIgA secretion increased in both scenarios, while in the control scenario, this increase also correlated with the perceived involvement and sense of presence in the VE. This suggests that the intimate social interactions with virtual agents were sufficient to trigger increased sIgA secretion regardless of sneezing. Hence, VR can be used to provoke proactive immune responses in laboratory experiments.