MXenes exhibit remarkable mechanical properties due to their unique structural properties and strong atomic bonding, making them highly competitive among 2D materials. Forming heterojunctions between TMDs and MXenes offers a promising strategy to enhance material performance for advanced applications. Despite extensive studies have explored the electronic and chemical properties of MXenes-based heterojunctions, investigations into their mechanical properties, particularly the effects of surface functional groups, remain limited. This work systematically investigates the structural and mechanical properties of pristine MXenes and their heterojunctions with TMDs, focusing on how novel chalcogen (S, Se) and halogen (Cl, Br) surface functional groups tune mechanical behavior, anisotropy, and microscopic failure mechanisms. Our results indicate that while surface functionalization generally reduces tensile strength, it enhances the ductility of the heterojunctions. Among the functional groups studied, -Se functionalization induces the most significant improvement in flexibility, indicating potential for applications in flexible devices. Compared with conventional -O or -F terminations reported in previous studies; these newly synthesized functional groups induce distinct anisotropic mechanical responses and tunable interfacial bonding. These findings provide a deeper understanding of the mechanical tuning of TMDs/MXenes heterojunctions by surface functional groups and offer valuable insights into their design for next-generation flexible electronics devices, high-performance sensors and thin-film batteries.