Previous studies show that the lack of information about cancer-related topics (e.g., diagnosis, treatments) and the impact of treatments' toxicity on patients' life, may undermine cancer patients' psychological well-being. Psycho-educational interventions are therefore implemented to support the oncological population. This systematic review aims to explore the state of art and effectiveness of psychological and educational interventions implemented using Virtual Reality, and designed for pediatric and adult cancer patients. Twenty studies were included in the review. Our findings show that psychological interventions predominantly use emotion-focused strategies (i.e., distraction) to reduce patients' emotional distress; educational studies prefer, on the contrary, cognitive-behavioral strategies (i.e., exposure) to restructure patients' beliefs, increasing their understanding of the procedure, and reducing situational anxiety. VR could be a promising and effective tool for supporting cancer patients' needs. However, since most of these VR interventions assign to the patient a passive role in coping with his or her diagnosis, future research should develop psychological and educational VR interventions that have the primary goal of rendering people with a cancer diagnosis active characters of their own psychological well-being, supporting in this way patients' empowerment.