This article introduces the development of a customized virtual reality system based on a serious game which allows the user to carry out physical and cognitive rehabilitation therapies using a natural user interface based on Microsoft Kinect. Within these serious games you can find the exergames. It is a type of serious game which aims to stimulate body mobility through an immersive experience that situates the user inside virtual interactive landscapes. This type of game has become popular in recent years thanks to the creation of consoles like Nintendo Wii, Playstation or Xbox, which use gestural interaction game interfaces. Likewise, these technologies have become extremely useful tools in rehabilitation, and they are expected to permit a reduction of costs in socio-sanitary environments. The system has been modelled so that the physical presence of a therapist is not required during the course of the session and there is no need to wear any kind of marker or sensor. Moreover, all parameters of the different exercises can be configured without the physical presence of a therapist. The reports can be read offline, therefore, the therapist will always know if a user has performed the session in a good way and act accordingly modifying whatever he deems necessary in the therapy.