Provided is a virtual machine including a first virtualization module operating on a physical CPU, for providing a first CPU, and a second virtualization module operating on the first CPU, for providing second CPU. The second virtualization module includes first processor control information holding a state of the first CPU obtained at a time of execution of the user program. The first virtualization module includes second processor control information containing a state of the physical CPU obtained at the time of the execution of the second virtualization module, third processor control information containing a state of the physical CPU obtained at the time of the execution of the user program, and prefetch entry information in which information to be prefetched from the third processor control information is set, and, upon detection of a event, the information set in the prefetch entry information is reflected to the first processor control information.