Nowadays, BCI-VR (Brain-Computer Interface with Virtual Reality) integration is a hot technology. There is an urgent need for immersive experiences and better neurorehabilitation tools, so researchers are focusing on BCI-VR integration technology. However, BCI-VR technology still has many challenges and difficulties, such as the difficulty of decoding brain signals, the reliance on traditional reading modes, and ethical issues. In this paper, the researcher analyzes the current application prospects and development potential of BCI-VR integration technology, explores other possibilities of multimodal BCI-VR integration technology (e.g., AI, robotics, electrical stimulation modulation, and other mechanisms), and then analyzes its improvement techniques mainly in neural signal modulation and user experience. Through this analysis, the researcher concluded that large-scale interdisciplinary collaborations need to be established in order to reach further BCI-VR integration and bring a stronger immersive experience.