The usage of virtual reality (VR) in the sports domain has several advantages, ranging from a high flexibility, an increased motivation, to the potential to provide customized training. However, its effectiveness in sports skill acquisition still needs to be evaluated. To do this, we conducted a systematic literature review based on 33 articles from two search interfaces, investigating 19 different sports, with most studies focusing on table tennis and cycling, while the most researched skill is decision making. Our analysis shows that research can be categorized in five different skill areas: performance, technical, cognitive, physiological, and visual skills. The overall findings for the usage of VR in most of the skill areas, especially performance and cognitive skills, are promising. Additionally, we have identified several areas of future research potential, such as social skill training and skills training for professional athletes.