Information and Communication Technologies (ICT) are becoming more and more common in Clinical Psychology. Two of the technologies that are more consolidated in this field are virtual reality (VR) and telepsychology. There are other technological innovations that are beginning to be used in clinical and health psychology such as ambient intelligence, ubiquitous computing or persuasive computing. In the last fifteen years there has been a proliferation of studies testing the efficacy of immersive virtual reality in the delivery of cognitive behavioral therapy (CBT) for several mental disorders and health conditions. The essence of VR is that it can simulate reality and add a new possibility: the user has the illusion of “being” in the computer-generated environment while interacting with the VR objects. This unique feature of VR is very relevant for its use in Clinical Psychology. At the same time, it can raise several ethical issues. It is important to investigate the possible effects of blurring the distinction between real and virtual worlds in vulnerable populations. Some other concerns regarding the use of VR in therapy have already been investigated, such as cybersickness. After ten years of experience treating patients with VR, this has not been a problem in the published efficacy studies. Telepsychology has also been used to improve the delivery of CBT. A number of Internet-delivered programs have already become important tools in the health system. The main advantage is that online therapy can reach people who might not otherwise seek therapy, such as disabled people or those who live in remote areas. However, several concerns have been raised about self-help procedures, like the issue of self-diagnosis. and the fact that patients usually have all of the necessary self-help information at their disposal. It is important to establish criteria to protect people from the possible negative effects of this. Other innovations such as ambient intelligence and pervasive computing bring up other ethical issues. For example, is privacy being compromised too much when people are located using GPS or physiologically monitored 24 hours a day? Criteria for considering these issues must be established. Our research group has been working with new technologies and therapies for the last fifteen years. This paper addresses the ethical issues we have encountered in our research and clinical practice; it also explores ethical issues that will become increasingly important.