Virtual agents (VA) are transforming the field of education and learning. Cybersecurity is a domain with an acknowledged skill gap as there is an urgent need to build competencies. Traditional learning approaches for obtaining cybersecurity skills are struggling to scale due to the shortage of trained personnel and the increasing number of cyber threats. Virtual agents can assist with the development of competencies as they can support decision-making and automation of processes related to cybersecurity. An obstacle in reaching this goal is the lack of a foundational understanding as to what kind of virtual agents exist for assisting cybersecurity skills learning, how they are implemented and what are the effects of the virtual agent. The aim of this study is to provide a foundational understanding of virtual agents for obtaining cybersecurity skills and knowledge to researchers and practitioners that would advance the field. To achieve this, a systematic literature review was conducted focusing on conference and journal publications within cybersecurity education. The PRISMA protocol was used to evaluate systematic literature reviews. The review findings reveal that there is a gap concerning empirical studies as a means to evaluate the impact of virtual agents for obtaining cybersecurity skills.