Two-dimensional　van　der　Waals　(vdW)　heterostructures　are　potential　candidates　for　clean　energy　conversion　materials　to　address　the　global　energy　crisis　and　environmental　issues.　In　this　work,　we　have　comprehensively　studied　the　geometrical,　electronic,　and　optical　properties　of　M2CO2/MoX2　(M　=　Hf,　Zr;　X　=　S,　Se,　Te)　vdW　heterostructures,　as　well　as　their　applications　in　the　fields　of　photocatalytic　and　photovoltaic　using　density　functional　theory　calculations.　The　lattice　dynamic　and　thermal　stabilities　of　designed　M2CO2/MoX2　heterostructures　are　confirmed.　Interestingly,　all　the　M2CO2/MoX2　heterostructures　exhibit　intrinsic　type-II　band　structure　features,　which　effectively　inhibit　the　electron-hole　pair　recombination　and　enhance　the　photocatalytic　performance.　Furthermore,　the　internal　built-in　electric　field　and　high　anisotropic　carrier　mobility　can　separate　the　photo-generated　carriers　efficiently.　It　is　noted　that　M2CO2/MoX2　heterostructures　exhibit　suitable　band　gaps　in　comparison　to　the　M2CO2　and　MoX2　monolayers,　which　enhance　the　optical-harvesting　abilities　in　the　visible　and　ultraviolet　light　zones.　Zr2CO2/MoSe2　and　Hf2CO2/MoSe2　heterostructures　possess　suitable　band　edge　positions　to　provide　the　competent　driving　force　for　water　splitting　as　photocatalysts.　In　addition,　Hf2CO2/MoS2　and　Zr2CO2/MoS2　heterostructures　deliver　a　power　conversion　efficiency　of　19.75%　and　17.13%　for　solar　cell　applications,　respectively.　These　results　pave　the　way　for　exploring　efficient　MXenes/TMDCs　vdW　heterostructures　as　photocatalytic　and　photovoltaic　materials.