Building occupants’ behaviour is the major driver of building energy consumption resulting in a significant impact on the performance and energy use. To improve the energy efficiency of buildings and promote more sustainable behaviours, an increase in consequences awareness about the use of building systems is needed. Training activities based on feedback systems have been demonstrated as effective interventions with significant energy-saving potentials even if a limited number of literature studies are currently available. In this context, the correct communication of information to users is a crucial aspect. To this end, a Cave Automatic Virtual Environment (CAVE) training activity was developed to enable users to coexist with feedback in the same space. This tool integrates Information Visualization from the Building Energy Model of a real-case study into a virtual residential environment. 52 participants expressed the desired interaction with three building systems (i.e. air conditioning, window, blind) to enhance their comfort during the cooling season. Based on the outcomes of the building performance simulations, feedback on the consequences of choices and the resulting indoor air temperature (°C) and energy consumption (€) were provided to participants. Findings about the sense of presence and immersivity and cybersickness disorders confirm the Ecological Validity of the virtual environment. A questionnaire about the effectiveness and usability of the tool was also developed and demonstrated an excellent level of engagement and satisfaction with the training activity in CAVE, highlighting its potential to improve more sustainable energy-related behaviour.