High performance photodetectors play important roles in the development of innovative technologies in many fields, including medicine, display and imaging, military, optical communication, environment monitoring, security check, scientific research and industrial processing control. Graphene, the most fascinating two-dimensional material, has demonstrated promising applications in various types of photodetectors from terahertz to ultraviolet, due to its ultrahigh carrier mobility and light absorption in broad wavelength range. Graphene field effect transistors are recognized as a type of excellent transducers for photodetection thanks to the inherent amplification function of the transistors, the feasibility of miniaturization and the unique properties of graphene. In this review, we will introduce the applications of graphene transistors as photodetectors in different wavelength ranges including terahertz, infrared, visible, and ultraviolet, focusing on the device design, physics and photosensitive performance. Since the device properties are closely related to the quality of graphene, the devices based on graphene prepared with different methods will be addressed separately with a view to demonstrating more clearly their advantages and shortcomings in practical applications. It is expected that highly sensitive photodetectors based on graphene transistors will find important applications in many emerging areas especially flexible, wearable, printable or transparent electronics and high frequency communications.