In recent years, heterostructures composed of two-dimensional (2D) materials have demonstrated broad application prospects across various domains, primarily attributed to their exceptional electrical and optical properties. The superior performance of these heterostructures is rooted in the interlayer interactions and the diversity of the constituent materials. Notably, their applications have been greatly advanced in optical fields such as photodetectors, lasers, modulators, optical sensors, and nonlinear optics. etc. This review delineates the advancement of heterostructures based on 2D materials and discusses the electronic structural properties of their interfaces and band alignments while summarizing their carrier dynamics and nonlinear optical characteristics. Furthermore, it explores the synthesis techniques of 2D heterostructures and their applications as saturable absorbers in laser Q-switching and mode-locking, emphasizing the critical role that type-I and type-II heterojunctions have played in advancing laser technology. Lastly, the challenges and future opportunities in the application of 2D heterostructures in laser technologies are reviewed, offering insights on the potential directions for further research in this field.