Immersive Virtual Reality (IVR) has the potential to play an important role in increasing environmental literacy by providing individuals the opportunity to experience plausible scenarios of climate change directly. However, there is currently little evidence for the role of IVR, and for specific design features, in increasing environmental self-efficacy. The main objective of this study was to investigate the effects of an IVR intervention on pro-environmental intentions, knowledge, and transfer. A total of 90 middle school students were randomly assigned to two IVR intervention conditions: 1) Awareness, in which students experience the impact of their current food choices on future environmental change; 2) Awareness + Efficacy, in which students had the opportunity to change their food choices and experience the positive impact of this on future environmental change. Both interventions resulted in significant increases in intentions, knowledge, and transfer. However, the Awareness + Efficacy condition resulted in further significant increases in intentions and transfer than the Awareness condition. Finally, mediation analysis showed that the effect of the Awareness + Efficacy condition on intentions and transfer was fully mediated by self-efficacy. These results suggest that allowing students not just to experience climate change but also to see the positive impact of changed personal choices can maximize the effectiveness of IVR on intentions and transfer.