•VR interventions are shown to be effective adjunct or alternative pain therapies for both children and adults.•VR analgesia can operate on different levels, to mediate simple distraction, focus shifting or self-regulation of pain.•The evidence for impact of VR analgesia on chronic pain is under-investigated, compared to impacts on acute pain.•More research is needed to support the long-term benefits of using VR for managing pain, particularly for chronic pain.•Future research should address the impact of interactivity and personalization on the efficacy of VR analgesia. Virtual Reality (VR) is now consumer ready and nearing ubiquity. In terms of clinical applications, several studies suggest that VR can be effective as a complementary adjunct or alternative non-pharmacologic analgesic in a range of pain-inducing procedures and in management of chronic pain. The increasing affordability and quality of portable VR headsets and the ongoing utility of pain therapy signals an exciting future for the use of VR for analgesia. However, further research is needed to establish its long-term benefits if VR is to be adopted into mainstream protocols for analgesia management. This research requires a range of study designs with collection of patient self-report and clinical data together to develop bespoke interventions for different cohorts.