The determination of misconceptions among students is a prerequisite to driving conceptual, procedural, and attitudinal changes. This study aimed to investigate the causes and effects that misconceptions generate in the learning of natural sciences, as well as the basic categories of misconceptions in the learning of physics held by high school students. Under the PRISMA guidelines, the research consisted of a systematic literature review in three databases: Scopus, WoS, and Dimensions. Data visualization and analysis were supported by the following tools: VOSviewer, Bibliometrix, and ATLAS.ti. It was concluded that misconceptions do not solely depend on students’ behavior; teacher training and preparation also have a direct influence on this issue. The main factors include persistent use of the didactic model of transmission–reception, the influences of students’ daily experiences, decontextualization of the addressed content, limited development of research skills, usage of inadequate teaching methods, texts full of formulas, and exaggerated schemas. Physics stands out as the most studied discipline, in terms of misconceptions. Several topics were identified that contained misconceptions grouped into four main subject areas: thermodynamics, waves and sound, mechanics, and radiation and light.