Does virtual threat harm the Virtual Reality (VR) experience? In this paper, we explored the potential impact of threat occurrence and repeatability on users' Sense of Embodiment (SoE) and threat response. The main findings of our experiment are that the introduction of a threat does not alter users' SoE but might change their behaviour while performing a task after the threat occurrence. In addition, threat repetitions did not show any effect on users' subjective SoE, or subjective and objective responses to threat. Taken together, our results suggest that embodiment studies should expect potential change in participants behaviour while doing a task after a threat was introduced, but that threat introduction and repetition do not seem to impact the subjective measure of the SoE (user responses to questionnaires) nor the objective measure of the SoE (behavioural response to threat towards the virtual body).