Multi-modal visuo-tactile stimulation of the type performed in the rubber hand illusion can induce the brain to temporarily incorporate external objects into the body image. In this study we show that audio-visual stimulation combined with mental imagery more rapidly elicits an elevated physiological response (skin conductance) after an unexpected threat to a virtual limb, compared to audio-visual stimulation alone. Two groups of subjects seated in front of a monitor watched a first-person perspective view of slow movements of two virtual arms intercepting virtual balls rolling towards the viewer. One group was instructed to simply observe the movements of the two virtual arms, while the other group was instructed to observe the virtual arms and imagine that the arms were their own. After 84 seconds the right virtual arm was unexpectedly stabbed by a knife and began bleeding. This aversive stimulus caused both groups to show a significant increase in skin conductance. In addition, the observation-with-imagery group showed a significantly higher skin conductance (p<0.05) than the observation-only group over a 2-second period shortly after the aversive stimulus onset. No corresponding change was found in subjects' heart rates. Our results suggest that simple visual input combined with mental imagery may induce the brain to measurably temporarily incorporate external objects into its body image.