Virtual avatars are more and more often featured in Virtual Reality (VR) and Augmented Reality (AR) applications. When embodying a virtual avatar, one may desire to change of appearance over the course of the embodiment. However, switching suddenly from one appearance to another can break the continuity of the user experience and potentially impact the sense of embodiment (SoE), especially when the new appearance is very different. In this paper, we explore how applying smooth visual transitions at the moment of the change can help to maintain the SoE and benefit the general user experience. To address this, we implemented an AR system allowing users to embody a regular-shaped avatar that can be transformed into a muscular one through a visual effect. The avatar’s transformation can be triggered either by the user through physical action (“active” transition), or automatically launched by the system (“passive” transition). We conducted a user study to evaluate the effects of these two types of transformations on the SoE by comparing them to control conditions where there was no visual feedback of the transformation. Our results show that changing the appearance of one’s avatar with an active transition (with visual feedback), compared to a passive transition, helps to maintain the user’s sense of agency, a component of the SoE. They also partially suggest that the Proteus effects experienced during the embodiment were enhanced by these transitions. Therefore, we conclude that visual effects controlled by the user when changing their avatar’s appearance can benefit their experience by preserving the SoE and intensifying the Proteus effects.