Most accidents in the aviation, maritime, and construction industries are caused by human error, which can be traced back to impaired mental performance and attention failure. In 1596, Du Laurens, a French anatomist and medical scientist, said that the eyes are the windows of the mind. Eye tracking research dates back almost 150 years and it has been widely used in different fields for several purposes. Overall, eye tracking technologies provide the means to capture in real time a variety of eye movements that reflect different human cognitive, emotional, and physiological states, which can be used to gain a wider understanding of the human mind in different scenarios. This systematic literature review explored the different applications of eye tracking research in three high-risk industries, namely aviation, maritime, and construction. The results of this research uncovered the demographic distribution and applications of eye tracking research, as well as the different technologies that have been integrated to study the visual, cognitive, and attentional aspects of human mental performance. Moreover, different research gaps and potential future research directions were highlighted in relation to the usage of additional technologies to support, validate, and enhance eye tracking research to better understand human mental performance.