This study examines the subjective game experience in an active locomotion context by comparing virtual reality (VR) and traditional screen (tablet format) across two fixed speeds (4 km/h and 6 km/h), using a \(2\times 2\) factorial within-subjects design with 42 participants. Each participant interacted for 1 min with an obstacle-based video game under each of the four experimental conditions, evaluated through the Game Experience Questionnaire. Non-parametric analyses revealed significantly higher scores for VR compared to screen-based conditions in the dimensions of immersion and flow, particularly at the higher speed. A non-significant trend toward increased positive affect was also observed in the VR condition at 6 km/h. These findings contradict the initial hypothesis that greater physical intensity would diminish the immersive experience, suggesting instead that brief sessions in VR may sustain or even enhance players’ subjective engagement while jogging. Prior experience with VR was negatively associated with immersion and challenge, whereas familiarity with treadmill use was positively related to most dimensions assessed. The results indicate that VR is a promising platform for moderately intense active gaming experiences. However, further research should incorporate longer exposure times, physiological metrics, and more diverse samples to consolidate these findings.