Diplomatic action in international relations is a global security priority in the inter-connected world. The birth of cyber diplomacy, occurred in the year 2007, which will always be remembered due to a wide-ranging cyber attack on Estonia. Indeed, Estonia is known for being one of the most wired countries in Europe. The attack consisted of crippled computer networks because of hackers which paralysed numerous amount of government and corporates sites. The escalation in these kinds of attacks highlighted the need for governments to formulate national cyber strategies. This sprang from the realisation that cyberspace, like the physical world, also has military and strategic dimensions and requires countries to work together to defeat cyber opponents. Attacks within cyberspace are subject to strategically-formulated threats, which go beyond the usual physical terrorist-type threats. Global progress, democracy and peace are at stake. This makes cyber diplomacy a major issue for countries' foreign policies, due to the interdisciplinary nature of the domain. A number of aspects are relevant in this respect: policies, politics and sociology (dread), diplomacy, digital/cyber science, multilateralism and world history. This paper reports on a systematic literature review that was carried out to reveal the dimensions of current cyber diplomacy research. While a number of studies have introduced and defined "Cyber Diplomacy" and its associated diplomatic actions, none have sought to distinguish this field from the more traditional and well established diplomacy concept. This is a significant gap in the literature, which will be the topic of future research.