Introduction. Virtual reality (VR) head-mounted displays (HMDs) offer an immersive learning experience that could replicate real-life training. Our review identifies and critically analyses studies of interventions designed to provide procedural training via these media and to test learning outcomes associated with these interventions. Methods. We undertook a systematic search of the literature published between January 2013 and March 2023 related to immersive procedural training interventions using HMDs. Our search methods and protocol were guided by the PRISMA framework. Results. Thirty-three studies fulfilled the broader inclusion criteria, while 23 fit the stricter criteria of measuring a procedural learning outcome. Studies were categorised into three broad types: design or usability studies, media comparisons, and value-added research. Learning environments were divided into 360° video representations, serious games, and simulations. Learning outcomes included knowledge gain, retention, and transfer. A subset of 16 study results that fit the criteria to be included in the meta-analysis show a significant positive medium effect size overall of immersive procedural training on learning outcomes as compared to less immersive environments. Knowledge transfer outcomes show the largest effect sizes. Conclusions. Our systematic review of the literature highlights the richness and diversity of existing studies. We find strong support for immersive procedural training and suggest an important role for embodied cognition in maximizing learning outcomes. However, we also find a lack of consistency in intervention design, measured outcomes, and terminology among studies. In the future, more studies using experimental research designs on similar types of applications and outcome measures are needed to rigorously test these trends.