In this research, we are concerned with the applicability of virtual reality-based attention training as a tool for stress management. Mental stress is a worldwide challenge that is still far from being fully managed. This has maintained a remarkable research attention on developing and validating tools for detecting and managing stress. Technology-based tools have been at the heart of these endeavors, including virtual reality (VR) technology. Nevertheless, the potential of VR lies, to a large part, in the nature of the content being consumed through such technology. In this study, we investigate the impact of a special type of content, namely, attention training, on the feasibility of using VR for stress management. On a group of fourteen undergraduate engineering students, we conducted a study in which the participants got exposed twice to a stress inducer while their EEG signals were being recorded. The first iteration involved VR-based attention training before starting the stress task while the second time did not. Using multiple features and various machine learning models, we show that VR-based attention training has consistently resulted in reducing the number of recognized stress instances in the recorded EEG signals. This research gives preliminary insights on adopting VR-based attention training for managing stress, and future studies are required to replicate the results in larger samples.