The photo-conversion efficiency is a key issue in the development of new photocatalysts for solar light driven water splitting applications. In recent years, different engineering strategies have been proposed to improve the photogeneration and the lifetime of charge carriers in nanostructured photocatalysts. In particular, the rational design of heterojunctions composites to obtain peculiar physico-chemical properties has achieved more efficient charge carriers formation and separation in comparison to their individual component materials. In this review, the recent progress of sulfide-based heterojunctions and novel nanostructures such as core-shell structure, periodical structure, and hollow cylinders is summarized. Some new perspectives of opportunities and challenges in fabricating high-performance photocatalysts are also discussed.