The ecological validity of emotion-inducing scenarios is essential for emotion research. In contrast to the classical passive induction paradigm, immersive VR fully engages the psychological and physiological components of the subject, which is considered an ecologically valid paradigm for studying emotion. Several studies investigate the emotional responses to different VR tasks or games using subjective scales. However, little research regards VR as an eliciting material, especially when systematically analyzing emotional processes in VR from a neurophysiological perspective. To fill this gap and scientifically evaluate VR's ability to be used as an active method for emotion elicitation, we investigate the dynamic relationship between explicit information (subjective evaluations) and implicit information (objective neurophysiological data). A total of 28 participants are enlisted to watch eight VR videos while their SAM/IPQ scores and EEG data are recorded simultaneously. In ecologically valid scenarios, the subjective results demonstrate that VR has significant advantages for evoking emotion in arousal-valence. This conclusion is backed by our examination of objective neurophysiological evidence that VR videos effectively induce high-arousal emotions. In addition, we obtain features of critical channels and frequency oscillations associated with emotional valence, thereby validating previous research in more lifelike circumstances. In particular, we discover hemispheric asymmetry in the occipital region under high and low emotional arousal, which adds to our understanding of neural features and the dynamics of emotional arousal. As a result, we successfully integrate EEG and VR to demonstrate that VR is more pragmatic for evoking natural feelings and is beneficial for emotional research. Our research has set a precedent for new methodologies of using VR induction paradigms to acquire a more reliable explanation of affective computing.