Virtual reality (VR) technology has been employed within several domains such as medicine, education, and the military. Nonetheless, there is limited research examining how VR can supplement applied sport psychology practice. This article provides the reader with an understanding of key components and concepts associated with VR head-mounted displays (HMDs). Subsequently, a range of possible applications within applied sport psychology are discussed, such as the training of perceptual-cognitive skills, relaxation strategies, and injury rehabilitation. Thereafter, the practicalities of using VR HMDs are outlined, and recommendations are provided to applied sport psychology practitioners wishing to embed this technology within their practice.