Virtual Reality (VR) has been rapidly recognized and implemented in construction engineering education and training (CEET) in recent years due to its benefits of providing an engaging and immersive environment. The objective of this review is to critically collect and analyze the VR applications in CEET, aiming at all VR-related journal papers published from 1997 to 2017. The review follows a three-stage analysis on VR technologies, applications and future directions through a systematic analysis. It is found that the VR technologies adopted for CEET evolve over time, from desktop-based VR, immersive VR, 3D game-based VR, to Building Information Modelling (BIM)-enabled VR. A sibling technology, Augmented Reality (AR), for CEET adoptions has also emerged in recent years. These technologies have been applied in architecture and design visualization, construction health and safety training, equipment and operational task training, as well as structural analysis. Future research directions, including the integration of VR with emerging education paradigms and visualization technologies, have also been provided. The findings are useful for both researchers and educators to usefully integrate VR in their education and training programs to improve the training performance.