Virtual reality has been shown to facilitate perception and navigation inside 3D models, while stimulating creativity and enhancing architect/client interaction. In this scenario, in order to better explore paths along the design space that are suggested from this interaction, it is important to support quick updates to the model while still immersed in it. Algorithmic design, an approach to architectural design that uses parametric algorithms to represent a design space, rather than a single design instance, provides such support. We present a novel architectural design process based on the integration of live coding with virtual reality, promoting an immersive approach to algorithmic design. The proposed workflow entails the use of an algorithmic design tool embedded in a virtual environment, where the architect not only creates the design but also interacts with said design, changing it by live coding its algorithmic representation from within virtual reality. In this paper, we explain the challenges faced and solutions devised for the implementation of the proposed workflow. Moreover, we discuss the applicability of algorithmic design in virtual reality to different stages of the architectural design process and the future developments that may arise from this proposal.