Jumping spiders (Salticidae) are well known for their unique, high-acuity visual system that enables them to perceive video and computer animated stimuli. To overcome the limitations of video playback and other open loop systems that are currently available for the study of visually mediated behaviour in jumping spiders, we developed a closed-loop, virtual reality (VR) system in which a projected 3D virtual environment updates in real time in response to a spider’s movements. The experimenter maintains closed-loop control over the stimulus-response contingencies and the presentation and timing of stimuli, and the system automatically records pertinent data on motion, such as path length and velocity, and behaviour, such as interaction with objects or regions of interest. Using this system, we conducted a two-stage experiment to assess the limits of visual working memory in an Australian salticid, Servaea incana. We constructed a moving virtual prey object (fly) and determined, in a motion-tracking pre-test, that spiders visually tracked this fly. In the second stage, spiders viewed a short animation of the fly where it moved behind one of two occluders. After a short delay period, spiders were able to make a choice between the occluder where the fly was last observed, and the alternate occluder. We found that spiders were significantly more likely to orient to the occluder that was last associated with the virtual fly, and that this effect was dependent on the temporal components of the trial.