The purposes of this study were twofold: (1) to describe a new technological solution for the rehabilitation of musculoskeletal injuries based on virtual reality (VR) gaming, and (2) to analyze the variation in rated perceived exertion (RPE) and heart rate (HR) of the participants when undergoing a rehabilitation session based on different VR games. Thirty-seven participants aged 23.7 ± 7.0 years tested during five customized VR games to provide a complete rehabilitation session after a musculoskeletal injury. The results of the Friedman test indicated a statistically significant difference in RPE scale and HR across the five VR games throughout a complete rehabilitation session (χ2 (4, n = 35) = 75.59; p < 0.001 and χ2 (4, n = 35) = 27.75, p < 0.001, respectively). RPE and HR increased significantly from Game 1 to Game 2 (z = −5.16, p < 0.001), from Game 1 to Game 3 (z = −5.05, p < 0.001), from Game 1 to Game 4 (z = −4.87, p < 0.001), and from Game 1 to Game 5 (z = −3.61, p < 0.001). Moreover, the results showed a high perceived usability of the system, greater intrinsic motivation to perform the rehabilitation exercises, a high level of immersion, and a good experience in the VR gaming environment. Our study stimulates extended intervention programs following-up on this immersive virtual reality rehabilitation system to support soccer players recovering from musculoskeletal injuries.