Patients who have undergone lower limb surgery require rehabilitation to regain movement and function in the affected leg. Unfortunately, physical rehabilitation can be painful, reducing compliance and recovery. This feasibility study aimed to demonstrate that immersive virtual reality (IVR) applications can offer potential benefits, including reduced anxiety and pain distraction for children during gait rehabilitation, increased engagement and enjoyment, and improved perceived walking quality. This study involved the design of a bespoke immersive virtual reality (IVR) system, co-designed through an iterative process that included a workshop. After a clinical feasibility trial was performed with 15 children aged 11–16 who required weight-bearing rehabilitation following lower limb surgery. A mixed methods (quantitative and qualitative) approach and a multidirectional perspective (patients, parents, and physiotherapists) were adopted to measure. Changes in anxiety (General Anxiety Disorder-7) and pain (visual analogue scale) before and after the intervention were assessed. Usability (SUS) of the system was also analysed. Qualitative data were collected through interviews with children, their parents, and physiotherapists, focusing on their experiences, satisfaction, perceived effectiveness, and acceptability, as well as the usability and engagement of the IVR intervention. These preliminary results will inform improvements to the system in a future multi-site study with a large calculated sample size to demonstrate its clinical effectiveness and safety in acquiring medical device markings and adoption.