With the rise of cyberattacks and incidents, cybersecurity has become a key concern for organizations in different contexts. Since these attacks mostly rely on exploiting human errors, educating employees about cyber threats and training them on coping with this menace is critical for organizations. Despite substantial investments in security education and awareness training (SETA) programs and a wide variety of SETA solutions proposed by practice, previous research shows that existing solutions largely remain ineffective. To solve this issue, researchers have suggested using interactive and hands-on delivery methods, such as educational games and simulations. We propose using Virtual Reality (VR) as a new medium for developing interactive and hands-on SETA modules. In this paper, we report how, by following an Action Design Research approach, we designed a VR-enabled SETA module called SETAinVR. This paper provides preliminary proof of concept for SETAinVR demonstrated through expert interviews and user testing sessions.