Virtual reality (VR) experiences can cause a range of negative symptoms such as nausea, disorientation, and oculomotor discomfort, which is collectively called cybersickness. Previous studies have attempted to develop a reliable measure for detecting cybersickness instead of using questionnaires, and electroencephalogram (EEG) has been regarded as one of the possible alternatives. However, despite the increasing interest, little is known about which brain activities are consistently associated with cybersickness and what types of methods should be adopted for measuring discomfort through brain activity. We conducted a scoping review of 33 experimental studies in cybersickness and EEG found through database searches and screening. To understand these studies, we organized the pipeline of EEG analysis into four steps (preprocessing, feature extraction, feature selection, classification) and surveyed the characteristics of each step. The results showed that most studies performed frequency or time-frequency analysis for EEG feature extraction. A part of the studies applied a classification model to predict cybersickness indicating an accuracy between 79 and 100%. These studies tended to use HMD-based VR with a portable EEG headset for measuring brain activity. Most VR content shown was scenic views such as driving or navigating a road, and the age of participants was limited to people in their 20 s. This scoping review contributes to presenting an overview of cybersickness-related EEG research and establishing directions for future work.