It is generally accepted that the use of natural interaction provides a positive impact in Virtual Reality (VR) applications. Therefore, it is important to understand what is the best way to integrate and visualize this feature in VR. For this reason, this paper presents a comparative study of the integration of natural hand interaction in two immersive VR systems: a Cave Audio Visual Experience (CAVE) system –where users’ real hands are visible– and a non-see-through Head-Mounted Display (HMD) system –where only a virtual representation of the hands is possible–. In order to test the suitability of using this type of interaction in a CAVE and compare it to an HMD, we raise six research questions related to task performance, usability and perception differences regarding natural hand interaction with these two systems. To answer these questions, we designed an experiment where users have to complete a pick-and-place task with virtual balls and a text-typing task with virtual keyboards. In both systems, the same tracking technology, based on a Leap Motion device, was used. To the best of our knowledge this is the first academic work addressing a comparison of this type. Objective and subjective data were collected during the experiments. The results show that the HMD has a performance, preference and usability advantage over the CAVE with respect to the integration of natural hand interaction. Nevertheless, the results also show that the CAVE system can be, as well, successfully used in combination with an optical hand tracking device.