Although route and exit choice in complex buildings are important aspects of pedestrian behaviour, studies predominantly investigated pedestrian movement in a single level. This paper presents an innovative VR tool that was designed to investigate pedestrian route and exit choice in a multi-story building. This tool supports free navigation and collects pedestrian walking trajectories, head movements and gaze points automatically. An experiment was conducted to evaluate the VR tool from objective standpoints (i.e., pedestrian behaviour) and subjective standpoints (i.e., the feeling of presence, system usability, simulation sickness). The results show that the VR tool allows for accurate collection of pedestrian behavioural data in the complex building. Moreover, the results of the questionnaire report high realism of the virtual environment, high immersive feeling, high usability, and low simulator sickness. This paper contributes by showcasing an innovative approach of applying VR technologies to study pedestrian behaviour in complex and realistic environments.