Dental anxiety is one of the main reasons why children fear visiting the dentist, making it essential to have a variety of methods to properly manage the patient. One of the procedures that generates the highest anxiety in children is the infiltration of local anesthetic prior to any dental treatment. The aim of this study was to evaluate the management of anxiety in pediatric patients before the infiltration of local anesthetics. A systematic review of randomized clinical trials published between 2017 and 2024 was conducted in the Medline/PubMed, Europe PMC, Scopus, and Web of Science databases using the search strategy: “Pediatric dentistry AND Dental Anxieties AND Local Anesthesia AND Pain AND Management.” A total of 93 studies were identified, and after applying eligibility criteria, 4 studies were analyzed. The results showed that distraction techniques using virtual reality and psychological therapies were more effective in managing anxiety in children both in the short and long term. In conclusion, virtual reality stands out for its immersive capacity and immediate effectiveness, while cognitive-behavioral therapy offers a more sustained approach over time to reduce dental fear. These interventions provide valuable tools for optimizing anxiety management in pediatric dentistry and improving the pediatric patient’s experience.