The concept of neuromorphic devices, aiming to process large amounts of information in parallel, at low power, high speed, and high efficiency, is to mimic the functions of human brain by emulating biological neural behavior. Optoelectronic neuromorphic devices are particularly suitable for neuromorphic applications with their ability to generate various pulses based on wavelength and to control synaptic stimulation. Each wavelength (ultraviolet, visible, and infrared) has specific advantages and optimal applications. Here, the heterostructure-based optoelectronic neuromorphic devices are explored across the full wavelength range (ultraviolet to infrared) by categorizing them on the basis of irradiated wavelength and structure (two-terminal and three-terminal) with respect to emerging optoelectrical materials. The relationship between neuromorphic applications, light wavelength, and mechanism is revisited. Finally, the potential and challenging aspects of next-generation optoelectronic neuromorphic devices are presented, which can assist in the design of suitable materials and structures for neuromorphic-based applications.