The Reality–Virtuality (RV) Continuum primarily focuses on visual immersion. However, human perception extends beyond vision, encompassing multiple sensory modalities such as audio, touch, smell, and taste. This paper explores the extension of the RV Continuum into a Multi-Sensory Reality–Virtuality (MS-RV) framework, aiming to systematically structure different levels of immersion across all five human senses. We discuss how various sensory modalities contribute to immersive experiences and propose an initial conceptual structure that categorises different degrees of sensory integration within Reality (RE), Augmented Reality (AR), Augmented Virtuality (AV), and Virtual Reality (VR). While this work is preliminary and explorative, it lays the foundation for future research on designing multi-sensory immersive environments for training applications.