Modeling novel van der Waals (vdW) heterostructures is an emerging field to achieve materials with exciting properties for various devices. In this paper, we report a theoretical investigation of GaN-MX (M = Mo, W; X= S, Se) van der Waals heterostructures by hybrid density functional theory calculations. Our results predicted that GaN-MoS, GaN-MoSe, GaN-WS and GaN-WSe van der Waals heterostructures are energetically stable. Furthermore, we find that GaN-MoS, GaN-MoSe and GaN-WSe are direct semiconductors, whereas GaN-WS is an indirect band gap semiconductor. Type-II band alignment is observed through PBE, PBE + SOC and HSE calculations in all heterostructures, except GaN-WSe having type-I. The photocatalytic behavior of these systems, based on Bader charge analysis, work function and valence and conduction band edge potentials, shows that these heterostructures are energetically favorable for water splitting.