Immersive virtual reality (VR) offers important benefits over non-immersive displays, such as increased ecological validity and high experimental control. Studies in cognitive science using immersive VR are however still rather limited in number. The current paper illustrates the opportunities to apply VR in the cognitive sciences by using an immersive adaptation of a classic study by Godden and Baddeley (1975) on environmental context-dependent memory (ECDM). In this memory study, retrieval was facilitated when the context between learning and testing matched. In line with the literature showing small effects for context-dependent recall, the current study indicated a marginally significant ECDM effect for one virtual context, but when deep processing was controlled, a significant ECDM effect was obtained. In demonstrating the applicability and benefits of immersive VR, this study at last opens a doorway to the large-scale implementation of immersive VR for the cognitive sciences.