The discovery of graphene promotes the exploration of two-dimensional (2D) materials. Single-layer or few-layer transition metal dichalcogenides (TMDs) are the representative ones, and they exhibit enormous potential applications in many high-tech fields, such as, electronic devices, photo/electro-catalysis, batteries, sensors, and so on, owing to adjustable band gap, high electron mobility and thermal conductivity, strong light absorption and large specific surface area. Especially, as for the TMDs-based 2D composites, the strong interfacial coupling is crucial to optimize their physical and chemical properties, which even induces novel properties and generates new functions for practical applications. The fabrication methods, interfacial coupling effects and applications are systematically summarized and discussed. Accordingly, the challenges and opportunities in this promising research area are also presented.