MXene as a novel two-dimensional transition metal carbides, nitrides or carbonitrides has the excellent metal conductivity, high carrier mobility, and surface-terminated groups regulated band structure. It can be thus used as a cocatalyst in photocatalytic material systems to improve the photocatalytic properties. This review represented recent research progress on the controllable construction of MXene-based composites with zero-dimensional, one-dimensional, two-dimensional, and three-dimensional semiconductor photocatalytic materials and its applications in the photocatalytic fields (i.e., pollutant removal, hydrogen production, CO2 reduction, and nitrogen fixation). Also, the construction methods and photocatalytic enhancement mechanisms of two-dimensional MXene-based composite photocatalysts were given. In addition, the future research directions of MXene-based composite photocatalysts were also prospected.