A technique controls access to a protected resource. The technique involves performing a series of authentication operations between an end user device and an authentication engine, and providing, while the series of authentication operations results in ongoing successful authentication, a virtual desktop session from a virtual desktop server to the end user device to enable a user at the end user device to access the protected resource using the virtual desktop session. The technique further involves closing the virtual desktop session when the series of authentication operations results in unsuccessful authentication (e.g., receipt of an incorrect authentication factor, loss of communications between the end user device and the authentication engine, etc.) to prevent further access to the protected resource using the virtual desktop session. Such operation provides additional security beyond that offered by a virtual desktop session without ongoing authentication, and thus protects against more advanced types of cyber threats.