Nanocomposites composed of different nanomaterials are a promising class of optoelectronic materials, owing to their interfacial electronic interactions. Compared to van der Waals forces, covalent bond-based linkages may endow nanocomposites with promoted electronic interactions and reinforced nonlinear optical (NLO) responses. In this study, we constructed covalently linked, mixed-dimensional nanocomposites by combining graphene oxide (GO) with MoS2 and WS2 quantum dots (QDs). These nanocomposites were prepared by employing a bifunctional molecule, 4-mercaptobenzenediazonium tetrafluoroborate, which carries a reactive diazonium group and a thiol group. The reactive diazonium group allowed for the attachment of thiophenol to GO via a radical addition reaction, while the thiol group enabled the subsequent passivation of sulfur vacancies in MoS2 and WS2 QDs. The resulting nanocomposites, denoted as GO-MoS2 and GO-WS2, respectively, exhibited significant fluorescence quenching, indicating effective electron and/or energy transfer from MoS2 or WS2 QDs to GO. Importantly, these covalently linked nanocomposites demonstrated superior two-photon absorption (TPA) responses compared to the individual components (GO, MoS2 and WS2 QDs) as well as the corresponding physical blends, presumably resulting from the efficient electron and/or energy transfer within these nanocomposites. This study not only demonstrates the significant promise of covalently linked GO-MoS2 and GO-WS2 nanocomposites in optical limiting applications, but also opens up new opportunities for the advancement of nanocomposites in ultrafast photonic devices.