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Atomically thin two-dimensional (2D) materials exhibit enormous potential in photodetectors because of novel and extraordinary properties, such as passivated surfaces, tunable bandgaps, and high mobility. High-performance photodetectors based on 2D materials have been fabricated for broadband, position, polarization-sensitive detection, and large-area array imaging. However, the current performance of 2D material photodetectors is not outstanding enough, including response speed, detectivity, and so forth. The way to further promote the development of 2D material photodetectors and their corresponding practical applications is still a tremendous challenge. In this article, these issues of 2D material photodetectors are analyzed and expected to be solved by combining micro-nano characterization technologies. The inherent physical properties of 2D materials and photodetectors can be accurately characterized by Raman spectroscopy, transmission electron microscopy (TEM), and scattering scanning near-field optical microscope (s-SNOM). In particular, the precise probe of lattice defects, doping concentration, and near-field light absorption characteristics can promote the researches of low-noise and high-responsivity photodetectors. Scanning photocurrent microscope (SPCM) can show the overall spatial distribution of photocurrent and analyze the mechanism of photocurrent. Photoluminescence (PL) spectroscopy and Kelvin probe force microscope (KPFM) can characterize the material bandgap, work function distribution and interlayer coupling characteristics, making it possible to design high-performance photodetectors through energy band engineering. These advanced characterization techniques cover the entire process from material growth, to device preparation, and to performance analysis, and systematically reveal the development status of 2D material photodetectors. Finally, the prospects and challenges are discussed to promote the application of 2D material photodetectors.