Significant advances in sensor technology and virtual reality (VR) offer new possibilities for early and effective detection of mild cognitive impairment (MCI), and this wealth of data can improve the early detection and monitoring of patients. In this study, we proposed a non-invasive and effective MCI detection protocol based on electroencephalogram (EEG), speech, and digitized cognitive parameters. The EEG data, speech data, and digitized cognitive parameters of 86 participants (44 MCI patients and 42 healthy individuals) were monitored using a wearable EEG device and a VR device during the resting state and task (the VR-based language task we designed). Regarding the features selected under different modality combinations for all language tasks, we performed leave-one-out cross-validation for them using four different classifiers. We then compared the classification performance under multimodal data fusion using features from a single language task, features from all tasks, and using a weighted voting strategy, respectively. The experimental results showed that the collaborative screening of multimodal data yielded the highest classification performance compared to single-modal features. Among them, the SVM classifier using the RBF kernel obtained the best classification results with an accuracy of 87%. The overall classification performance was further improved using a weighted voting strategy with an accuracy of 89.8%, indicating that our proposed method can tap into the cognitive changes of MCI patients. The MCI detection scheme based on EEG, speech, and digital cognitive parameters proposed in this study provides a new direction and support for effective MCI detection, and suggests that VR and wearable devices will be a promising direction for easy-to-perform and effective MCI detection, offering new possibilities for the exploration of VR technology in the field of language cognition.