Background: Immersive virtual reality (VR) has emerged as a promising tool for standardized, engaging assessment of motor and cognitive function in people with multiple sclerosis (pwMS). However, patient-reported experiences with immersive VR tasks have not been systematically evaluated. Objective: To characterize patient-reported experience measures (PREMs) after a multidomain immersive VR task and explore relationships with clinical characteristics, therapeutic history, and task performance. Methods: In this prospective cross-sectional study, participants completed a seated immersive VR task comprising six upper-limb tasks with motor and cognitive components. Patient experience was evaluated immediately afterward using a PREM questionnaire. Upper-limb activity limitations were assessed with the Arm Function in Multiple Sclerosis Questionnaire (AMSQ). Results: A total of 129 pwMS (EDSS 3.5–8.0) participated. Median PREM item scores ranged from 1.0 to 2.0 (scale 0–10), indicating an overall positive experience. Over 80% rated staff support as excellent; more than half perceived the assessment as safe, comfortable, and appropriately timed. An amount of 40.3% of pwMS wished to use VR tasks more often than once per year. PwMS receiving upper-limb physiotherapy or occupational therapy reported greater perceived difficulty than those without therapy. In exploratory analyses, higher perceived difficulty and a preference for less frequent VR use were associated with higher EDSS (r = 0.208 and 0.200) and ambulation scores (r = 0.215 and 0.195). Difficulty ratings were also related to pyramidal (r = 0.188) and sensory (r = 0.174) impairments. Conclusions: PwMS reported a positive overall experience with the immersive VR tasks. Further studies should evaluate the suitability and validity of this approach compared with conventional assessments.