With superior optical properties, high flexibility in engineering its material properties, and strong capability for large-scale on-chip integration, graphene oxide (GO) is an attractive solution for on-chip integration of two-dimensional (2D) materials to implement functional integrated photonic devices capable of new features. Over the past decade, integrated GO photonics, representing an innovative merging of integrated photonic devices and thin GO films, has experienced significant development, leading to a surge in many applications covering almost every field of optical sciences. This paper reviews the recent advances in this emerging field, providing an overview of the optical properties of GO as well as methods for the on-chip integration of GO. The main achievements made in GO hybrid integrated photonic devices for diverse applications are summarized. The open challenges as well as the potential for future improvement are also discussed.