This study provides a comprehensive review of the utilization of Virtual Reality (VR) in the context of Human-Computer Interaction (HCI) for visualizing Artificial Intelligence (AI) systems. Drawing from 18 selected studies, the results illuminate a complex interplay of tools, methods, and approaches, notably the prominence of VR engines like Unreal Engine and Unity. However, despite these tools, a universal solution for effective AI visualization remains elusive, reflecting the unique strengths and limitations of each technique. The application of VR for AI visualization across multiple domains is observed, despite challenges such as high data complexity and cognitive load. Moreover, it briefly discusses the emerging ethical considerations pertaining to the broad integration of these technologies. Despite these challenges, the field shows significant potential, emphasizing the need for dedicated research efforts to unlock the full potential of these immersive technologies. This review, therefore, outlines a roadmap for future research, encouraging innovation in visualization techniques, addressing identified challenges, and considering the ethical implications of VR and AI convergence.