In this article, state of the art on virtual reality (VR) for individuals with autism spectrum disorder (ASD) with a focus on training/targeted intervention is discussed and reflected upon to explore areas for more future benefits. We present advantages of VR for individuals with ASD. We identify challenges and design issues for future training applications regarding individuals with ASD. We discuss and present design guidelines accumulated in the literature so far, mostly based on observations in user studies exploring the usefulness of VR as a training tool for individuals with ASD, with a systematic literature review. We present and apply a new taxonomy that classifies previous VR works on training individuals with ASD according to immersive and regular (non-immersive) VR systems and types of social, life and safety skills based on a systematic literature review. We explore the common design considerations of the previous VR studies for training individuals with ASD. Finally, based on the systematic literature reviews, we identify key gaps in the research on this topic and present future research considerations.