Algorithms detecting erroneous events, as used in brain-computer interfaces, usually rely solely on neural correlates of error perception. The increasing availability of wearable displays with built-in pupillometric sensors enables access to additional physiological data, potentially improving error detection. Hence, we measured both electroencephalographic (EEG) and pupillometric signals of 19 participants while performing a navigation task in an immersive virtual reality (VR) setting. We found EEG and pupillometric correlates of error perception and significant differences between distinct error types. Further, we found that actively performing tasks delays error perception. We believe that the results of this work could contribute to improving error detection, which has rarely been studied in the context of immersive VR.