The presented six-step methodology suggests a novel, integrated way of emotional assessment of future products during the early conceptual design stages by the customer. In the first step, the product developers create virtual product concepts. These will be evaluated by the lead user group, which is defined by market researchers within the second step. The third step is the design of the immersive emotional assessment environment, which combines compatible technological solutions for virtual reality and measurements of psycho-physiological data. The experiment in the fourth step consists of preparation and calibration sub-steps and of the product case scenario. After completing the statistical analysis of the experimental results in the fifth step, the variant space is reduced in a customer-centered way. The goal of this methodology is to provide relevant emotional customer feedback during the interactive experience of only virtually existing conceptual product designs at very early development stages and thus to identify emotionally suitable designs. Its novelty aspect lies in the holistic approach through the structured integration of experts from the areas of product development, marketing, virtual reality, and psychology. The presented validation study proved the coherence of the methodology. Furthermore, it showed clear preferences for the application of simple interaction gestures, the PA emotional model, and the measurement of psycho-physiological parameters—especially the zygomaticus major muscle activity—as suitable state-of-the-art solutions for capturing relevant customer emotional feedback in an immersive environment.