Photodetecting based on two-dimensional (2-D) material is an important trend for new generation of photodetection technology. Free of lattice matching, 2-D materials can be easily combined via van der Waals (VDW) force to materials of other dimensions, such as zero-dimensional (0-D) quantum dots, one-dimensional (1-D) nanowires and three-dimensional (3-D) semiconductors, to form hetero-dimension (HD) photodetectors. So far, significant progresses have been made for 2-D material based HD photodetectors to exhibit obviously higher performance than 2-D material photodetectors. The merits of VDW HD junctions in photodetection are introduced in this paper, and the photodetector research achievements of the HD styles including 2D-0D, 2D-1D, 2D-3D, and multi-layer multi-dimension are reviewed. Some insight into the possible challenges and future prospects of 2-D materials based HD-structure photodetectors is attempted.