An apparatus and method of providing a user interface (UI) on head mounted display and the head mounted display (HMD) thereof are discussed. The apparatus includes a sensor unit configured to detect whether an object exits in the proximity of the HMD and if the object is detected, sense a distance between the object and the HMD, and a processor configured to apply a physical User Interface (UI) mode if the detected object is within a predetermined distance from the HMD. The physical UI mode provides a display for a virtual object. The processor is configured to adjust a display distance of the virtual object, when the virtual object is a 3-dimensional (3D) object and the 3D object includes a touch recognition surface, in order for the touch recognition surface to coincide with a surface of the object, and display the virtual object based on the adjusted display distance.