This brief review provides a summary of existing research on virtual reality (VR) applications to pain. We distinguish three categories of studies – VR applications to clinical acute pain, chronic pain, and acute experimental pain, which are currently equally represented in the literature. The review highlights specific advancements in VR pain research as well as areas in need of more development in scrutiny. In particular, we note the pressing need for theoretical scaffolding to facilitate replicable, theoretically-driven methodology, communication, and advancements across the field. To that end, we provide a preliminary heuristic model of VR application to pain experience. The model distinguishes three categories of factors inherent in VR application to pain: VR Configuration Factors, User Experiential Factors, and Pain Targets and Outcomes. VR Configuration Factors comprise technical input devices, system processes, and output devices, which present a virtual world to the user and enable User Experiential Factors of presence, interactivity, immersion, and embodiment. These interdependent experiential factors serve as potential mediators and moderators for subsequent changes in cognitive, emotional, social, behavioral, and physiological outcomes that serve as Targets of pain-related therapy. Given that rapid technological progress can both facilitate and frustrate research progress within the field, systematic, theoretically-informed inquiry into factors comprising and driving the effects of VR pain applications, combined with more rigorous theoretically-informed methodology, is a critical challenge.