Transition metal dichalcogenide (TMDC) semiconductors have attracted significant attention because of their rich electronic/photonic properties and importance for fundamental research and novel device applications. These materials provide a unique opportunity to build up high quality and atomically sharp heterostructures because of the nature of weak van der Waals interlayer interactions. The variable electronic properties of TMDCs (e.g., band gap and their alignment) provide a platform for the design of novel electronic and optoelectronic devices. The integration of TMDC heterostructures into the semiconductor industry is presently hindered by limited options in reliable production methods. Many exciting properties and device architectures which have been studied to date are, in large, based on the exfoliation methods of bulk TMDC crystals. These methods are generally more difficult to consider for large scale integration processes, and hence, continued developments of different fabrication strategies are essential for further advancements in this area. In this review, the authors highlight the recent progress in the fabrication of TMDC heterostructures. The authors will review several methods most commonly used to date for controllable heterostructure formation. One of the focuses will be on TMDC heterostructures fabricated by thermal chemical vapor deposition methods which allow for the control over the resulting materials, individual layers and heterostructures. Another focus would be on the techniques for selective growth of TMDCs. The authors will discuss conventional and unconventional fabrication methods and their advantages and drawbacks and will provide some guidance for future improvements. Mask-assisted and mask-free methods will be presented, which include traditional lithographic techniques (photo- or e-beam lithography) and some unconventional methods such as the focus ion beam and the recently developed direct-write patterning approach, which are shown to be promising for the fabrication of quality TMDC heterostructures.