Integrated photonic devices operating via optical nonlinearities offer a powerful solution for all-optical information processing, yielding processing speeds that are well beyond that of electronic processing as well as providing the added benefits of compact footprint, high stability, high scalability, and small power consumption. The increasing demand for high-performance nonlinear integrated photonic devices has facilitated the hybrid integration of novel materials to address the limitations of existing integrated photonic platforms, such as strong nonlinear optical absorption or an inadequate optical nonlinearity. Recently, graphene oxide (GO), with its large optical nonlinearity, high flexibility in altering its properties, and facile fabrication processes, has attracted significant attention, enabling many hybrid nonlinear integrated photonic devices with improved performance and novel capabilities. This paper reviews the applications of GO to nonlinear integrated photonics. First, an overview of GO’s optical properties and the fabrication technologies needed for its on-chip integration is provided. Next, the state-of-the-art GO nonlinear integrated photonic devices are reviewed, together with comparisons of the nonlinear optical performance of different integrated platforms incorporating GO. Finally, the challenges and perspectives of this field are discussed.