The construction industry has high accident rates. The sector is exploring various tools to improve safety management, training, and awareness to achieve zero accidents. This work focuses on extended reality (XR), which encompasses virtual reality (VR), augmented reality (AR), and mixed reality (MR) technologies. Several authors have developed training experiences for construction safety in XR environments with positive conclusions about their effectiveness. However, there is no standardization regarding the evaluation methods used in the sector, and many experiences do not use any method. This lack is critical, as whenever the aim is to evaluate the degree of awareness of security issues, the implementation of evaluation systems is indispensable to make known the methods used in the literature to evaluate the effectiveness of the experiences and represent support for future research. This research identifies developments in XR experiences and analyzes the validation methods through a systematic review using the PRISMA methodology. It identifies two evaluation methods, objective and subjective, which are each broken down into four categories. The results show the types of evaluation, safety-related purposes, and safety application objectives used by the database classification.