Parkinson’s disease (PD) is a neurological disorder that usually appears in the 6th decade of life and affects up to 2% of older people (65 years and older). Its therapeutic management is complex and includes not only pharmacological therapies but also physiotherapy. Exercise therapies have shown good results in disease management in terms of rehabilitation and/or maintenance of physical and functional capacities, which is important in PD. Virtual reality (VR) could promote physical activity in this population. We explore whether a commercial wearable head-mounted display (HMD) and the selected VR exergame could be suitable for people with mild–moderate PD. In all, 32 patients (78.1% men; 71.50 ± 11.80 years) were a part of the study. Outcomes were evaluated using the Simulator Sickness Questionnaire (SSQ), the System Usability Scale (SUS), the Game Experience Questionnaire (GEQ post-game module), an ad hoc satisfaction questionnaire, and perceived effort. A total of 60 sessions were completed safely (without adverse effects (no SSQ symptoms) and with low scores in the negative experiences of the GEQ (0.01–0.09/4)), satisfaction opinions were positive (88% considered the training “good” or “very good”), and the average usability of the wearable HMD was good (75.16/100). Our outcomes support the feasibility of a boxing exergame combined with a wearable commercial HMD as a suitable physical activity for PD and its applicability in different environments due to its safety, usability, low cost, and small size. Future research is needed focusing on postural instability, because it seems to be a symptom that could have an impact on the success of exergaming programs aimed at PD.