Interpersonal synchrony is a crucial construct in understanding social interactions, which has been used in clinical studies to measure the quality of the therapeutic alliance. However, there is a lack of studies investigating the correlation between synchrony expressed on different levels: behavioural and neurophysiological. Furthermore, there are no studies that examine how the implementation of psychodramatic role-playing techniques, when individuals adopt the persona of a different character, may influence intrinsic biobehavioural synchrony between two parties. The present study, therefore, aims to uncover the relationship between behavioural and brain-to-brain synchrony across different role-playing techniques and elucidate the impact of these synchronies on participants’ levels of anxiety and empathy. By using functional near-infrared imaging and behavioural coding in a dyadic role-playing paradigm ( n = 41 dyads), the study found correlations between behavioural and brain-to-brain synchrony during naturalistic conversations, but not during role-play, implying a qualitative change in interpersonal synchrony when implementing role-playing techniques. Additionally, the study noted significant contributions of both behavioural and brain-to-brain synchrony as well as peripheral factors such as dyadic sex make-up and role immersion in predicting dyadic anxiety and empathy changes. Findings call for future studies to consider role-playing scenarios as a qualitatively different form of social interaction.