Combing brain-computer interfaces (BCI) and virtual reality (VR) is a novel technique in the field of medical rehabilitation and game entertainment. However, the limitations of BCI such as a limited number of action commands and low accuracy hinder the widespread use of BCI-VR. Recent studies have used hybrid BCIs that combine multiple BCI paradigms and/or the multi-modal biosensors to alleviate these issues, which may become the mainstream of BCIs in the future. The main purpose of this review is to discuss the current status of multi-modal BCI-VR. This study first reviewed the development of the BCI-VR, and explored the advantages and disadvantages of incorporating eye tracking, motor capture, and myoelectric sensing into the BCI-VR system. Then, this study discussed the development trend of the multi-modal BCI-VR, hoping to provide a pathway for further research in this field.