The vertical integration of distinct 2D materials in van der Waals (vdW) heterostructures provides the opportunity for interface engineering and modulation of electronic as well as optical properties. However, scarce experimental studies reveal many challenges for vdW heterostructures, hampering the fine‐tuning of their electronic and optical functionalities. Optically active MXenes, the most recent member of the 2D family, with excellent hydrophilicity, rich surface chemistry, and intriguing optical properties, are a novel 2D platform for optoelectronics applications. Coupling MXenes with various 2D materials into vdW heterostructures can open new avenues for the exploration of physical phenomena of novel quantum‐confined nanostructures and devices. Therefore, the fundamental basis and recent findings in vertical vdW heterostructures composed of MXenes as a primary component and other 2D materials as secondary components are examined. Their robust designs and synthesis approaches that can push the boundaries of light‐harvesting, transition, and utilization are discussed, since MXenes provide a unique playground for pursuing an extraordinary optical response or unusual light conversion features/functionalities. The recent findings are finally summarized, and a perspective for the future development of next‐generation vdW multifunctional materials enriched by MXenes is provided.