Graphene has high light transmittance of 97.7% and ultrafast carrier mobility, which means it has attracted widespread attention in two-dimensional materials. However, the optical absorptivity of single-layer graphene is only 2.3%, and the corresponding photoresponsivity is difficult to produce at normal light irradiation. And the low on–off ratio resulting from the zero bandgap makes it unsuitable for many electronic devices, hindering potential development. The graphene-based heterojunction composed of graphene and other materials has outstanding optical and electrical properties, which can mutually modify the defects of both the graphene and material making it then suitable for optoelectronic devices. In this review, the advantages of graphene-based heterojunctions in the enhancement of the performance of photodetectors are reviewed. Firstly, we focus on the photocurrent generation mechanism of a graphene-based heterojunction photodetector, especially photovoltaic, photoconduction and photogating effects. Secondly, the classification of graphene-based heterojunctions in different directions is summarized. Meanwhile, the latest research progress of graphene-transition metal dichalcogenide (TMD) heterojunction photodetectors with excellent performance in graphene-based heterostructures is introduced. Finally, the difficulties faced by the existing technologies of graphene-based photodetectors are discussed, and further prospects are proposed.