Improving the nonlinear optical (NLO) response of two-dimensional nanomaterials and motivating the NLO applications in optoelectronics are still highly challenging at present. One of the solutions is to construct van der Waals heterojunctions with high quality and clarify the internal mechanism in NLO response. In this study, rhenium disulfide (ReS₂)/graphene heterojunction films are successfully fabricated by liquid exfoliation combining vacuum filtration, with different mixing approaches adopted, including powder mixing, mixing after ultrasonic treatment, and mixing after centrifugation. A Raman spectrometer, a near-infrared spectrometer, and an atomic force microscope are utilized to characterize the optical properties of the heterojunctions. The NLO properties of these films are investigated by a self-developed open-aperture Z-scan system with a high repetition frequency and a narrow pulse width which is equipped with an 800 nm femtosecond laser. The imaginary part of the third-order nonlinear polarizability and figure of merit (FOM) of these films are obtained. The results show that the NLO response of ReS₂/graphene films is significantly enhanced owing to the successful heterojunction construction. The FOM of ReS₂/graphene films prepared by mixing after ultrasonic treatment is 3.5 times that of ReS₂ film and 1.6 times that of graphene. The ReS₂/graphene films in the case of mixing after ultrasonic treatment show the strongest reverse saturable absorption characteristics, and their FOM is 44% and 27% higher than that of films prepared by powder mixing and mixing after centrifugation, respectively. This paper provides a new idea for the fabrication of van der Waals heterojunctions and lays a theoretical foundation for the research of femtosecond optical limiters.