The traditional computer with von Neumann architecture has the characteristics of separate storage and computing units, which leads to sizeable time and energy consumption in the process of data transmission, which is also the famous “von Neumann storage wall” problem. Inspired by neural synapses, neuromorphic computing has emerged as a promising solution to address the von Neumann problem due to its excellent adaptive learning and parallel capabilities. Notably, in 2016, researchers integrated light into neuromorphic computing, which inspired the extensive exploration of optoelectronic and all-optical synaptic devices. These optical synaptic devices offer obvious advantages over traditional all-electric synaptic devices, including a wider bandwidth and lower latency. This review provides an overview of the research background on optoelectronic and all-optical devices, discusses their implementation principles in different scenarios, presents their application scenarios, and concludes with prospects for future developments.