Effective training play a key role in promoting the safety of workers, equipment, products, and industrial facilities; thus, it's essential to evaluate its effectiveness. Virtual Reality (VR) has emerged as an enabling technology for industry 4.0 with potential to support training programs. By the means of a literature review, we investigated how VR can be applied in evaluating the effectiveness of industrial training programs before the worker is exposed to occupational hazards. The findings indicate potentialities and limitations of VR for industrial training, which are discussed, such as the need to consider individual factors of the organizational context and specifically related to the training environment. VR enables positive impact when dealing with risky behavior. However, the literature is scarce, and this indicates a theoretical gap.