(1) Background: The therapeutic mechanisms underlying psychotherapeutic interventions for individuals with treatment-resistant schizophrenia are mostly unknown. One of these treatment techniques is avatar therapy (AT), in which the patient engages in immersive sessions while interacting with an avatar representing their primary persistent auditory verbal hallucination. The aim of this study was to conduct an unsupervised machine-learning analysis of verbatims of treatment-resistant schizophrenia patients that have followed AT. The second aim of the study was to compare the data clusters obtained from the unsupervised machine-learning analysis with previously conducted qualitative analysis. (2) Methods: A k-means algorithm was performed over the immersive-session verbatims of 18 patients suffering from treatment-resistant schizophrenia who followed AT to cluster interactions of the avatar and the patient. Data were pre-processed using vectorization and data reduction. (3): Results: Three clusters of interactions were identified for the avatar’s interactions whereas four clusters were identified for the patient’s interactions. (4) Conclusion: This study was the first attempt to conduct unsupervised machine learning on AT and provided a quantitative insight into the inner interactions that take place during immersive sessions. The use of unsupervised machine learning could yield a better understanding of the type of interactions that take place in AT and their clinical implications.