Since the invention of Oculus, consumers have experienced high level of immersion and the sense of reality at lower cost. It greatly increased virtual reality contents, and horror games are being loved as well. In this study, a brain-wave analysis was used to investigate the impact of hostile objects on the player's immersion, in a horror game where the sense of immersion is maximized using an Oculus Rift, a type of Head-Mounted Display(HMD) equipment. Paired t-test was conducted in order to verify if the difference of the immersion level between two games is meaningful. The result was that the difference of attention was statistically meaningful, whereas that of meditation was not. Also, experiments were performed to investigate the correlation between the moving speed of hostile objects and the player's immersion.