Nonverbal communication is paramount in daily life, as well as in populated virtual reality (VR) environments. In this paper, we focused on gaze behaviour, which is key to initiate and drive social interactions. Previous work on photographs and on virtual agents showed the importance of gaze, even in the presence of multiple stimuli, by demonstrating the stare-in-the-crowd effect: humans detect faster and observe gazes directed towards them longer than the averted ones. While previous studies focused on static scenarios, which fail in representing the complexity of real-life social interactions, we propose to explore the stare-in-the-crowd effect in dynamic situations. To this end, we designed a within-subject experiment where 21 users navigated a virtual street through an idle or moving crowd of virtual agents. Agents’ gaze was manipulated to display averted, directed, or shifting gaze. We analysed the user’s gaze (fixations, dwell time) and locomotor behaviours (path decisions, proximity to agents) as well as their social anxiety. Results showed that the stare-in-the-crowd effect is preserved when walking through both types of crowd, and that social anxiety decreases gaze interaction time and affects proximity behaviours in case of agents with directed gazes. However, virtual agents’ gaze did not elicit significant changes on users’ locomotion. These findings highlight the importance of considering virtual agents’ gaze when creating VR environments, and open future work perspectives to better understand factors that would strengthen or decrease this effect at gaze and locomotor levels.