To further the study of learning in the context of immersive virtual technologies, this systematic literature review addressed the following research questions: 'How is self-efficacy being studied in immersive virtual learning environments?' 'What kinds of self-efficacy findings have been made in immersive virtual learning environments?' The peer-reviewed book chapters and journal articles included in this study were published in English between January 2014 and January 2020. A narrative synthesis was created for understanding the various aspects of the topic. During the process, the scarcity of experimental research on self-efficacy in immersive virtual learning environments was revealed. The results bring to light the mixed self-efficacy findings in the context of immersive virtual learning and underline the importance of ensuring the quality of the experimental designs in future research. The study of self-efficacy in this context is suggested to benefit from increased attention to the questions of methodology and measurement. To further the goals of immersive virtual learning research, extending the participant base of the experiments by engaging in working life collaboration is strongly recommended.