This paper proposes an immersive game system where a user haptically senses the state of a target object. To construct the game, we first present a vibrotactile signal generation method which provides variable vibrotactile effects according to a user's interaction and graphic environments. The generated vibrotactile effects are used for the input of vibration motors in order to convey vibrotactile information having a large bandwidth to the players. The player also feels the thermal sensation according to graphic environment. We conduct experiments to evaluate the proposed system. The experiment clearly shows that the proposed game with vibrotactile and thermal feedbacks provides realism and immersion to the players.