In recent years, Virtual Reality (VR) has become a valuable tool in rehabilitation and sports training applications. New technologies offer opportunities to combine various systems and use them for sports-related scientific purposes. For instance, examining the visual perception of athletes within a standardized environment could be helpful to understand the differences between novices and experts in their visual behavior and could further reveal possible training applications for enhancing athletes’ visual attention. The current systematic literature review thematizes the importance of eye-tracking (ET) systems’ usage integrated into head-mounted displays (HMDs) in virtual environments for further inclusion in sports-related usage. An overview of possible implementations is given, and additional recommendations for using the combined technic regarding sports are made. Although only one study examined gaze behavior during sports activity within a standardized virtual environment, 38 relevant papers were identified using the ET systems integrated into the HMDs, which ideas can be transferred to the sports sector. The increased usability and fidelity in the virtual environment enabled through the combined technology were illustrated, and different approaches were listed in using and calculating gaze parameters. This literature review examines the possibility of integrating ET in VR, which can be further used to improve usability, interaction methods, image presentation, and visual perception analyses within future physical training scenarios. The compiled studies have shown that the existing methods are feasible due to the performance of the integrated ET systems but still need to be improved for practical use.