Immersive performances, as an innovative art form that integrates art, technology, and interaction, have garnered increasing attention globally in recent years. Unlike traditional performance forms, immersive performances blur the boundaries between performers and audiences, transforming spectators from mere bystanders into integral parts of the story, deeply engaging them in the plot, emotions, and cognitive processes of the performance. The essence of immersive performances lies in creating a comprehensive experiential environment that stimulates audiences’ perceptual, emotional, and cognitive responses through multi-sensory interactive experiences. This paper delves into the key elements of immersive performance design from the perspective of experience design, including emotional design, interaction mechanisms, and media characteristics, proposing a comprehensive design model applicable to immersive performances. Through an analysis of the specific case, Sleep No More, this paper explores the effects and practical value of different design strategies, providing feasible design guidance for the creation of immersive performances.