Cybersickness is an enduring problem for users of virtual environments. While it is generally assumed that cybersickness is caused by discrepancies in perceived self-motion between the visual and vestibular systems, little is known about the relative contribution of active motion parallax and binocular disparity to the occurrence of cybersickness. We investigated the role of these two depth cues in cybersickness by simulating a roller-coaster ride using a head-mounted display. Participants could see the tracks via a virtual frame placed at the front of the roller-coaster cart. We manipulated the state of the frame, so it behaved like: (1) a window into the virtual scene, (2) a 2D screen, (3) and (4) a window for one of the two depth cues, and a 2D screen for the other. Participants completed the Simulator Sickness Questionnaire before and after the experiment, and verbally reported their level of discomfort at repeated intervals during the ride. Additionally, participants' electrodermal activity (EDA) was recorded. The results of the questionnaire and the continuous ratings revealed the largest increase in cybersickness when the frame behaved like a window, and least increase when the frame behaved like a 2D screen. Cybersickness scores were at an intermediate level for the conditions where the frame simulated only one depth cue. This suggests that neither active motion parallax nor binocular disparity had a more prominent effect on the severity of cybersickness. The EDA responses increased at about the same rate in all conditions, suggesting that EDA is not necessarily coupled with subjectively experienced cybersickness.