An immersive virtual reality system for mice was developed for simultaneous recordings of behavior and electrophysiological signals. The system is composed of a spherical treadmill, a curved screen which covers almost completely the field of view of the mouse, a light-scattering mirror system, a DLP projector, a reward supplying system, and a virtual environment simulator. A mouse is set on the apex of the spherical treadmill under head-restrained condition and can freely move the sphere by its limbs. The field of view in the virtual environment is projected on the screen and updated in real time in response to the movement of the mouse. We recorded electroencephalographic (EEG) signal from cerebral cortex of a mouse freely behaving in a virtual environment. It was found that the pattern of EEG changed over time and was strongly correlated with the behavior of the mouse in the virtual environment.