Pokémon Go (PG) is one of the most successful mobile games in recent history. The uniqueness of PG appears to be its combination of augmented reality (AR) and location-based gaming. In the game, players use a mobile device’s positioning capability to locate, capture, and battle the in-game creatures (called Pokémon), which are blended into the real environment and visible there through the mobile screen. The game accrued over 550 million installs in its first 80 days since launch, but player interest faded fast. PG had lost at least a third of its daily users by the middle of August 2016. So far, little is known why players continue or discontinue play. Understanding this will be vital to the future success of PG. Extant explanations of player participation in games focus predominantly on the impact of immersion. It appears that PG offers possibilities for creating various immersive experiences, which sustain players’ continuance intention. However, the construct of immersion has yet to be well established and the role of immersion in the AR context remains unclear. To fill these gaps in research, this study seeks to investigate different immersive experiences and their impacts on a player’s continuance intention. The paper reports on the result of a qualitative survey with 92 Pokémon players, and affirms that sensory immersion, spatial immersion, tactical immersion, strategic immersion, narrative immersion, and social immersion are key determinants of players’ continuance intention. Theoretical and practical implications are discussed.