Perovskites are widely used in various kinds of optoelectronic devices, including solar cells, photodetectors, light-emitting diodes, etc., due to their excellent properties such as long carrier diffusion length, high absorption coefficient, low trap state density and so on. Functional materials such as layered two-dimensional materials (graphene, transition metal dichalcogenides, etc.),low-dimensional semiconductor nanostructures (nanoparticles, quantum dots, nanowires, nanotubes,nanorods,nanopieces,etc.), metallic nanostructures(Au,Ag, etc.) and insulating materials (insulating polymer, organic amine, inorganic insulating film, etc.) have attracted more and more attention due to their special chemical, electrical and physical properties.In order to broaden the application of perovskites in photovoltaic devices, perovskites can be combined with various functional materials to form heterostructures so as to combine the advantages of the two types of materials.The heterostructures of perovskites/functional materials can be used as the interface modification layer in halide perovskites photovoltaic devices, to improve the crystallinity of perovskite, effectively reduce the surface defects and suppress the carrier recombination loss at the interface. The heterostructures of perovskites/functional materials can be used as the charge transporting layer in halide perovskites photovoltaic devices, can match well with the perovskite energy levels, which is beneficial to the efficient extraction of holes and electrons. The heterostructures of perovskites/functional materials also can be used as encapsulation layer in halide perovskites photovoltaic devices, to reduce the contact between water and perovskite, it can effectively prevent the degradation of perovskite, to improve the device stability.In addition, the semiconductor with narrow bandgap or array structure can be used to broaden the spectral response and to improve the light absorption of the perovskite photovoltaic devices.In a word, the heterostructures of perovskites/functional materials are applied to devices is an effective way to obtain high performance and low cost photovoltaic devices.In this review, recent works on the applications of the heterostructures in halide perovskite photovoltaic devices are comprehensively presented and discussed. The progress and advantages of the heterostructures as the interface modification layer, charge transporting layers and encapsulation layer in halide perovskite photovoltaic devices are systemically reviewed. Finally, we summarize the whole paper and give a prospect for the development of heterostructures based perovskite photovoltaic devices in the future.