Nano-sized materials have attracted tremendous attentions because of their promising practical applications and theoretical values. The nano-sized materials are able to not only enhance the intrinsic properties of their bulk counterparts but also give birth to new promising properties. Herein, heterojunctions consisted of graphene oxide (GO) and three different MoS2 nanostructures, including nanoflowers, nanoparticles, and quantum dots, were constructed and used as photocatalysts in water splitting. The electrochemical behavior and photocatalytic performance of MoS2/GO composites were found closely related to the particle size and morphology of MoS2. Compared to bulk MoS2/GO photocatalyst, nano-sized MoS2/GO heterostructures exhibited obviously enhanced performance in photocatalytic hydrogen generation. Benefitting from the surface effect and the quantum confinement in MoS2 quantum dots, MoS2 quantum dots/GO displayed the highest photocatalytic activities. This study indicates that the decrease in the dimension of MoS2 can effectively increase the photocatalytic hydrogen evolution performance of MoS2/GO heterostructures, and thus suggests preferred strategy to design other HER photocatalysts based on MoS2.