Visual information plays an essential role in enhancing neural activity during mental practices. Previous research has shown that using different visual scenarios during mental practices that involve imagining the movement of a specific body part may result in differences in performance. Many of these scenarios utilize the concept of embodiment, or one’s observation of another entity to be a part of oneself, to improve practice quality of the imagined body movement. We therefore hypothesized that applying immersive virtual reality headsets, with their ability to provide rich immersion and illusion by presenting egocentrically simulated virtual scenarios, and action observation to motor imagery practice will result in significant improvement. To explore the possible synergy between immersive systems and motor imagery, we analyzed the electroencephalogram signals of our participants as they were presented the same virtual hand movement scenario with two different mediums: an immersive virtual reality headset and a monitor display. Our experimental results provide evidence that the immersive virtual reality headsets induced improved rhythmic patterns with better discriminating spatial features from the brain compared to the monitor display. These findings suggest that the use of immersive virtual reality headsets, with the illusion and embodiment they provide, can effectively improve motor imagery training.