Gaze could be harnessed as a powerful tool for guiding players. By knowing where players are looking, a game could provide support players in finding relevant objects. With this assumption in mind, we made our first steps regarding the investigation of gaze-supported player guidance in a 3D first-person exploration game prototype called Lost & Found. Specifically, we investigated the feedback channels that could be combined with a gaze-based guidance approach. A comparative study was carried out to examine the impact of visual (i.e., vignette effect on screen), auditory (i.e., sound cues), and haptic (i.e., controller vibration) feedback on the players’ game experience. Results show that visual and audio feedback appeared to be very appealing for players, While haptic feedback received relatively low scores. The next steps involve the development of more elaborated variants of the visual and auditory feedback.