User experience evaluation in Virtual Reality (VR) includes a variety of methods and practices that contribute to locating findings regarding the application design. Consequently, each evaluation procedure differs based on context, technology, participants, and design objectives. At the same time, an increasing number of researchers emphasize the need to utilize physiological measurements as evaluation input to provide a more objective view of the experience. Therefore, they require a multidisciplinary approach to plan and conduct evaluations in VR, including physiological data recording and processing as part of the evaluation procedure. There has been plenty of work towards this end in the last decade but given the variety of devices and physiological measures and the complicated nature of VR setup and interactions, there is a rising need for mapping the field and identifying prospects and limitations. This paper presents a literature review of user experience evaluations using physiological measures in virtual reality settings to aid VR experts in understanding the role, requirements, and limitations of these measures within their evaluation process. The results showcase insights based on five domains: 1) user experience aspect, 2) wearable recording devices, 3) physiological measures, 4) self-report methods, and 5) reliability and highlight future research areas in the utilization of the physiological measures in VR environments assist researchers in deriving meaningful feedback.