Virtual reality (VR) is an attractive technology for cognitive assessment, as it provides a more embodied experience compared with typical test situations, such as those using paper and pencil. In addition, VR can immerse individuals in complex situations similar to real-life ones, thereby improving the ecological validity (i.e., face validity) of the assessment. VR also offers improved scoring of tests as it facilitates the tracking of kinematic information and the temporal tracking of activities. This study assesses the correlation between scores on executive function assessments using standard neuropsychological tasks in paper-and-pencil format, on a tablet, and in three immersive VR environments, each designed to involve specific aspects of executive function. This study also aims to assess the correlation between these performance scores and a set of kinematic measures (speed, duration, and distance traveled by the hand) collected in VR. The outcomes, including performance scores and kinematic measures, correlate both with traditional assessment methods (such as paper and pencil, and computerized 2D tests) and with each other, suggesting their potential usefulness in clinical and research contexts. The discussion focuses on the advantages of embodied, situated, and spatialized tests for cognitive assessment and the benefits of kinematic tracking in VR tests for the quality of this assessment.