We present the design and results of an experiment investigating the occurrence of self-illusion and its contribution to realistic behavior consistent with a virtual role in virtual environments. Self-illusion is a generalized illusion about one's self in cognition, eliciting a sense of being associated with a role in a virtual world, despite sure knowledge that this role is not the actual self in the real world. We validate and measure self-illusion through an experiment where each participant occupies a non-human perspective and plays a non-human role using this role's behavior patterns. 77 participants were enrolled for the user study according to the priori power analysis. In the mixed-design experiment with different levels of manipulations, we asked the participants to play a cat (a non-human role) within an immersive VE and captured their different kinds of responses, finding that the participants with higher self-illusion can connect themselves to the virtual role more easily. Based on statistical analysis of questionnaires and behavior data, there is some evidence that self-illusion can be considered a novel psychological component of presence because it is dissociated from sense of embodiment (SoE), plausibility illusion (Psi), and place illusion (PI). Moreover, self-illusion has the potential to be an effective evaluation metric for user experience in a virtual reality system for certain applications.