Only recently, neuroscience has devoted attention to one of the most fascinating phenomena that has captured human imagination for centuries, that is, the psychological sublime or awe. Defined as an emotion arising from vast overwhelming stimuli, it has been investigated consistently, i.e., outlining its facial, experiential, behavioral, and cognitive correlates, while far little is known about the underlying neurophysiological mechanisms. The aim of this study is to elucidate the neurophysiological correlates of the laboratory experience of the psychological sublime in a pilot sample of 5 young healthy Italian participants. Five young Italian adults were exposed to four immersive virtual reality environments (VREs), three validated for the elicitation of instances of the psychological sublime and one as control condition, in a counterbalanced order. Stimuli were delivered through an Oculus rift DK2 and simultaneous electroencephalographic (EEG) recordings were performed. Functional connectivity (FC) analyses were performed in the main frequency bands to extract local and global characteristics of the neuronal network. During the sublime experience, we expected differential FC patterns among the three-sublime inducing VREs and compared to the control condition. Compared to the control condition, high mountains showed a significant increase of FC network strength in theta band, while Earth view showed a decrease of FC network strength in beta band. At the link-level, also Tall Trees featured an increased FC in interhemispheric connections in theta and alpha bands. This is the first study elucidating the neurophysiological correlates of a dynamic sublime experience and drafting brain activity during different instances of the psychological sublime. Our preliminary results demonstrate the importance of exploring the brain interactions at multiple spatial scales and frequency bands, opening new avenues in our understanding of the neuronal response to awe.