Extensive research conducted in controlled laboratory settings has prompted an inquiry into how results can be generalized to real-world situations influenced by the subjects' actions. Virtual reality lends itself ideally to investigating complex situations but requires accurate classification of eye movements, especially when combining it with time-sensitive data such as EEG. We recorded eye-tracking data in virtual reality and classified it into gazes and saccades using a velocity-based classification algorithm, and we cut the continuous data into smaller segments to deal with varying noise levels, as introduced in the REMoDNav algorithm. Furthermore, we corrected for participants' translational movement in virtual reality. Various measures, including visual inspection, event durations, and the velocity and dispersion distributions before and after gaze onset, indicate that we can accurately classify the continuous, free-exploration data. Combining the classified eye-tracking with the EEG data, we generated fixation-onset ERPs and ERSPs, providing further evidence for the quality of the eye movement classification and timing of the onset of events. Finally, investigating the correlation between single trials and the average ERP and ERSP identified that fixation-onset ERSPs are less time-sensitive, require fewer repetitions of the same behavior, and are potentially better suited to study EEG signatures in naturalistic settings. We modified, designed, and tested an algorithm that allows the combination of EEG and eye-tracking data recorded in virtual reality.