Attention distraction problems in children can lead to poor long-term outcomes. Immersive Virtual Reality (VR) aids motivation and engagement, showing the potential for attention assessment and training way. Building on these insights, we design a novel VR training system and a multimodal signal-based assessment method without physical space limitations. A total of 40 children aged 5-9 years are randomly assigned to the control and VR groups. The traditional psychological training method is used in the control group while the VR group performs attention training by diverse scenarios. Both groups undergo subjective questionnaires, behavioral quizzes, and Electroencephalography (EEG) evaluations before and after training. Our study revealed that the participants in VR training received more obvious attention improvement compared to the traditional method.