Digital transformation in energy sector organizations has huge benefits but also exposes them to cybersecurity challenges. In this paper, we carried out a systematic literature review on cybersecurity challenges and issues in the energy domain. Energy-associated assets are very critical for any nation and cyber-attacks on these critical infrastructures can result in strategic, financial, and human losses. We investigated research papers published between 2019 and 2024 and categorized our work into three domains: oil and gas sector, the electricity sector, and the nuclear energy sector. Our study highlights that there is a need for more research in this important area to improve the security of critical infrastructures in the energy sector. We have outlined research directions for the scientific community to further strengthen the body of knowledge. This work is important for researchers to identify key areas to explore as well as for policymakers in energy sector organizations to improve their security operations by understanding the associated implications of cybersecurity.