Breathing exercises have been shown to reduce mental health problems among clinical and non-clinical populations. Although virtual reality (VR) breathing interventions are assumed to have potential benefits, it remains unclear whether VR breathing interventions are more effective at improving mental health than non-VR breathing interventions. We conducted a systematic literature search in six electronic databases (Web of Science, PsycINFO, Embase, Cochrane Central Register of Controlled Trials, Scopus, and PubMed) from inception to 30th September, 2022. We included randomized controlled trials in adults evaluating effects of VR compared to non-VR breathing interventions on primary outcomes of mental health (stress, anxiety and mood), and secondary outcomes of physiological stress measures (e.g., heart rate (HR), heart rate variability (HRV)). Within these selected studies, we explored differences in likeability and future use between VR and non-VR breathing interventions. 2.848 records were identified of which 65 full-text articles were assessed. Six RCTs were included, of which five were suitable for meta-analyses. Comparing VR to non-VR breathing interventions, there were no significant differences in overall mental health, stress, anxiety or mood, nor in HR or HRV. There was no evidence that participants liked VR breathing interventions more than non-VR, nor would use them more in the future. These results suggest that there is no evidence that VR breathing interventions are more effective than non-VR in improving mental health outcomes, HR, HRV. Further research is required to determine whether there may be advantages to longer-term VR-implementation and practice, and explore possible mechanisms.