This study offers a systematic literature review on the application of Convolutional Neural Networks in Virtual Reality, Augmented Reality, Mixed Reality, and Extended Reality technologies. We categorise these applications into three primary classifications: interaction, where the networks amplify user engagements with virtual and augmented settings; creation, showcasing the networks’ ability to assist in producing high-quality visual representations; and execution, emphasising the optimisation and adaptability of apps across diverse devices and situations. This research serves as a comprehensive guide for academics, researchers, and professionals in immersive technologies, offering profound insights into the cross-disciplinary realm of network applications in these realities. Additionally, we underscore the notable contributions concerning these realities and their intersection with neural networks.