This research explores the behavior of immigrant and refugee Muslim women in Europe within immersive social virtual reality (VR) environments. As a significant demographic among global migrants, these women encounter unique challenges in integration, which often lead to social exclusion. Immersive VR platforms offer opportunities for social inclusion, intercultural communication, and identity exploration among diverse marginalized groups, including refugees. However, they also have the potential to perpetuate existing marginalization. Understanding the experiences of these communities is crucial. The research utilizes a comprehensive theoretical framework that combines cyberfeminist theory, Social Identity Theory, and Berry's Acculturation Theory. The primary aim is to comprehend how immigrant Muslim women construct and negotiate their identities in immersive social VR settings, particularly focusing on the interplay of culture, religion, and gender. The study uses netnographic methodology, conducting in-depth interviews and focus groups with a group of immigrant and refugee Afghan and Iranian women residing in Italy. The participants are recruited through interpersonal networks and local community organizations. This research contributes to both cyberfeminist theory and digital identity studies, as well as immigrant studies. Furthermore, the findings of this study are expected to inform the development of more inclusive virtual spaces and guide European Union policies on digital inclusion, ultimately fostering social cohesion.