Multi-wavelength ultrafast lasers play an important role in a variety of applications ranging from optical communications to medical diagnostics and optical sensing. Two-dimensional (2D) materials, including graphene, topological insulators, transition metal dichalcogenides, and phosphorene, have witnessed a very fast development of both fundamental and practical aspects in ultrafast photonics since 2009. Their unique nonlinear optical properties enable them to be used as excellent saturable absorbers with fast responses and broadband operation and can be easily integrated into lasers. Here, we review the recent advances in the exploitation of these 2D materials in multi-wavelength ultrafast lasers. Interestingly, study found that, 2D materials-based nonlinear optical device is an ideal platform for nonlinear pulse dynamics study. Thus, versatile pulse patterns, including dissipative soliton, rectangular pulse, and bright-dark soliton pair, are also demonstrated. Finally, current challenges and future application opportunities of 2D materials-based multi-wavelength ultrafast lasers are presented.