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Mid-air interaction involves touchless manipulations of digital content or remote devices, based on sensor tracking of body movements and gestures. There are no established, universal gesture vocabularies for mid-air interactions with digital content or remote devices based on sensor tracking of body movements and gestures. On the contrary, it is widely acknowledged that the identification of appropriate gestures depends on the context of use, thus the identification of mid-air gestures is an important design decision. The method of gesture elicitation is increasingly applied by designers to help them identify appropriate gesture sets for mid-air applications. This paper presents a review of elicitation studies in mid-air interaction based on a selected set of 47 papers published within 2011–2018. It reports on: (1) the application domains of mid-air interactions examined; (2) the level of technological maturity of systems at hand; (3) the gesture elicitation procedure and its variations; (4) the appropriateness criteria for a gesture; (5) participants number and profile; (6) user evaluation methods (of the gesture vocabulary); (7) data analysis and related metrics. This paper confirms that the elicitation method has been applied extensively but with variability and some ambiguity and discusses under-explored research questions and potential improvements of related research.