Immersive learning environments in education provide a set of rich and diverse learning affordances (possibilities). Cognition in such environments can be considered as embodied, enacted, embedded, and extended (the 4Es of cognition). During such cognitive happenings, we assume and live as valid everything we experience. Yet in this enactive structural coupling between individuals and their experiential world, another phenomenon occurs. We become a behaviorally inseparable entity with the virtual/immersive world. We become entangled with that virtual/immersive world. Here we propose that, within the framework of the 4Es of cognition, a recognizable lived experience phenomena occurs when learners engage with virtual or immersive learning environments. That is, cognition becomes entangled in immersive environments with alternative realities. Coming from the Santiago school of cognition, and building from ideas from immersive learning, 4E cognition, and quantum entanglement inspired in quantum cognition, we attempt to describe the process of entangled cognition happening in immersive learning environments. We recognize at least two levels of entanglement from the same recursive phenomenology: one we call a local entanglement, related to perception and sense-making; and a second we call a global entanglement, connected to the process and phenomena of human consciousness and meaning-making, accessible when conceived as a whole. We see the benefits for such a theoretical framework to ultimately guide, justify, and encourage the emergence of an epistemology shift in educational technology towards design principles that account for entangled cognition in immersive learning (and beyond), and the associated possibilities offered by new immersive technologies in education.