Virtual reality (VR) and augmented reality (AR) are engaging interfaces that can be of benefit for rehabilitation therapy. However, they are still not widely used, and the use of surface electromyography (sEMG) signals is not established for them. Our goal is to explore whether there is a standardized protocol towards therapeutic applications since there are not many methodological reviews that focus on sEMG control/feedback. A systematic literature review using the PRISMA (preferred reporting items for systematic reviews and meta-analyses) methodology is conducted. A Boolean search in databases was performed applying inclusion/exclusion criteria; articles older than 5 years and repeated were excluded. A total of 393 articles were selected for screening, of which 66.15% were excluded, 131 records were eligible, 69.46% use neither VR/AR interfaces nor sEMG control; 40 articles remained. Categories are, application: neurological motor rehabilitation (70%), prosthesis training (30%); processing algorithm: artificial intelligence (40%), direct control (20%); hardware: Myo Armband (22.5%), Delsys (10%), proprietary (17.5%); VR/AR interface: training scene model (25%), videogame (47.5%), first-person (20%). Finally, applications are focused on motor neurorehabilitation after stroke/amputation; however, there is no consensus regarding signal processing or classification criteria. Future work should deal with proposing guidelines to standardize these technologies for their adoption in clinical practice.