Requirement Engineering (RE) is a Software Engineering (SE) process of defining, documenting, and maintaining the requirements from a problem. It is one of the most complex processes of SE because it addresses the relation between customer and developer. RE learning may be abstract and complex for most students because many of them cannot visualize the subject directly applied. Through the advancement of technology, Virtual Reality (VR) hardware is becoming increasingly more accessible, and it is not rare to use it in education. Little research and systematic studies explain the integration between SE and VR, and even less between RE and VR. Hence, this systematic review proposes to select and present studies that relate the use of VR applications to teach SE and RE concepts. We selected nine studies to include in this review. Despite the lack of articles addressing the topic, the results from this study showed that the use of VR technologies for learning SE is still very seminal. The projects based essentially on visualization. There are lack of tasks to build modeling artifacts, and also interaction with stakeholders and other software engineers. Learning tasks and the monitoring of students' progress by teachers also need to be considered.