Recent advances in Virtual Reality (VR) technologies have resulted in a wider availability of Head Mounted Displays (HMDs). However, it is still unclear if VR gaming offers a substantial added value to players. For this reason a comparison of gaming experiences on VR HMD to those on mobile and PC, two other popular gaming platforms, is performed by conducting a user study via two games available on all three platforms. We explore the QoE of gaming by investigating momentous dimensions using the Player Experience of Need Satisfaction (PENS) questionnaire. The results show higher Presence and Autonomy obtained by using HMD when compared to the two other platforms. However, these factors alone did not improve the Overall Quality. To take advantage of the new technology, satisfaction of all psychological needs, especially Competency, must be assured.