With the development of virtual reality technology, serious games have become a new type of teaching tool, and exploring the differences in their sense of immersion is of great significance in enhancing user experience and promoting personalized education. In this study, we designed three educational-themed serious games and compared the power spectral densities (PSD) of immersion-related brain waves of children of different ages by using a difference analysis algorithm based on the game test model. The results showed that the PSDs of theta, alpha, and beta waves differed significantly in different age groups; in the tutor-guided experiment, only theta wave differed significantly. The younger group had higher levels of θ-wave and α-wave activity, and were more relaxed and creative during the game; the older children had higher levels of β-wave activity, and had better attention and cognitive level during the game. This study reveals the influence of age on children’s cognitive and emotional participation in educational games from a neurophysiological point of view, and provides a neuroscientific basis for the development of personalized educational tools.