Digital eye strain (DES), caused by prolonged exposure to digital screens, stresses the visual system and negatively affects users’ well-being and productivity. While DES is well-studied in computer displays, its impact on users of virtual reality (VR) head-mounted displays (HMDs) is largely unexplored—despite that some of their key properties (e.g., the vergence-accommodation conflict) make VR-HMDs particularly prone. This work provides the first comprehensive investigation into DES in VR HMDs. We present results from a survey with 68 experienced users to understand DES symptoms in VR-HMDs. To help address DES, we investigate eye exercises resulting from survey answers and blue light filtering in three user studies (N = 71). Results demonstrate that eye exercises, but not blue light filtering, can effectively reduce DES. We conclude with an extensive analysis of the user studies and condense our findings in 10 key challenges that guide future work in this emerging research area.