Brought up in Jokerit, Immonen later became the longest running captain of the team. He never played for any other Finnish ice hockey team.
In Jokerit A-juniors team, Immonen won Finnish A-juniors Elite League gold in 1988 and debuted in the first team - then in the 1st Division (nowadays known as Mestis) - during the same season. Jokerit was promoted back to the Finnish Elite League and Immonen was named the captain for the season 1991–92 after Anssi Melametsä. During that season they won the League titile, and Immonen led the team into othet championships in 1993–94, 1995–96 and 1996–97. Jokerit also won the European Championships in both 1995 and 1996 during his captainship.
Immonen played in total 452 Liiga matches and 67 playoffs games. Besides winning four Finnish Elite League championships, he took a silver in 1995 and a bronze in 1998 as a captain. He was named Gentleman Player of the League in 1995–96. In Finnish National Ice Hockey Team Immonen played 68 international matches.