This paper presents a concept for designing low-cost therapeutic training with biofeedback and virtual reality. We completed the first evaluation of a prototype--a mobile learning application for relaxation training, primarily for adolescents suffering from tension-type headaches. The system delivers visual experience on a head-mounted display. A wirelessly connected wristband is used to measure user's pulse and adjust the training scenario based on the heart rate data. Repeating the exercise can make the user able to go through the scenario without using the app, learn how to relax, and ultimately combat tension-type headache. The prototype has been evaluated with 25 participants. The results demonstrate that the application provides a relaxing experience and the implementation of biofeedback is useful for therapeutic training. The results are discussed to evaluate the technological, therapeutic and educational potential of the prototype and to improve the conceptual framework.