Multi-agent systems integrate a great variety of artificial intelligence techniques from different fields, these systems have made it possible to create intelligent systems more efficiently. On the other hand, virtual reality applications are accepted as viable techniques in different areas such as visualization, simulation, design, and research. The combined use of these two technologies has led to the development of realistic and interactive applications. This work aims to do a Systematic Mapping Study (SMS) relying on the guidelines of Kitchenham and Petersen to analyze the state of the art of VR applications using multi-agent systems. Inclusion and exclusion criteria have been applied to identify relevant papers, 82 articles were selected and categorized according to the publication type, the research type, the asset type, and the purpose of the work. A complete review of the 82 selected articles was performed, based on the research questions that were established. This review made it possible to clarify the open lines of research that exist and to know where research in this field can be directed.