On-chip integration of two-dimensional (2D) materials with unique structures and distinctive properties endow integrated devices with new functionalities and improved performance. With a high flexibility in modifying its properties and a strong compatibility with various integrated platforms, graphene oxide (GO) becomes an attractive 2D material for implementing functional hybrid integrated devices. Here, we demonstrate novel functionalities that go beyond the capabilities of conventional photonic integrated circuits, by harnessing the photo-thermal effects in 2D GO films integrated onto them. These include all-optical control and switching, optical power limiting, and non-reciprocal light transmission. The 2D layered GO films are on-chip integrated with precise control of their thicknesses and sizes. Benefitting from the broadband response of 2D GO films, all the three functionalities feature a very wide operational bandwidth. By fitting the experimental results with theory, we also extract the changes in material properties induced by the photo-thermal effects, which reveal interesting insights about 2D GO films. These results highlight the versatility of 2D GO films in implementing functional integrated photonic devices for a range of applications.Â