In recent years, virtual reality (VR) has gained increasing popularity as a neuroscience and experimental psychology research tool. However, whether the same cognitive processes are engaged in experiments conducted in front of a computer monitor or immersive VR is still an open question. For example, acting in a VR environment may demand particular cognitive effort, thereby reducing other processes’ capacities. Moreover, different findings may emerge due to basic technical differences regarding, e.g., visual stimulation. So far, studies directly comparing monitor-based and VR experiments remain scarce. We examined whether fundamental differences in stimulus generation of head-mounted displays (HMDs) compared to standard monitors affect early visual processing. A previously introduced experimental paradigm (Wiesing et al., 2020) investigating the early processing of prediction errors of basic visual features was replicated in both the original setup and a virtual replica of the experiment. The same group of participants was tested in both experimental setups in counterbalanced order. The results did not provide any evidence that the expectation-dependent processing of basic visual features differs when conducted in VR. However, we observed higher reaction times in the non-VR experiment, possibly indicating different attentional demands between experimental setups.