Her Majesty's Inspectorate of Constabulary (HMIC) said the south Wales, Dyfed-Powys and north Wales forces all "required improvement".
Gwent Police was the only one ranked "good".
The watchdog examined how effective forces are at protecting the vulnerable from harm, and supporting victims.
The reviews are part of HMIC's annual inspection of England and Wales' 43 forces.
They found:
It has previously been severely criticised over its handling of domestic abuse allegations.
They include:
Responding to Tuesday's review, Gwent's police and crime commissioner Ian Johnston said: "This report is very good news and a fantastic turnaround when you consider the criticism the force took a few years ago, how it was graded in this area and the challenging financial climate we have had to work in."
HM Inspector Wendy Williams said the force had made good progress and domestic abuse was now a clear priority.
However, South Wales Police Ass Ch Con Nikki Holland said she was disappointed by the report.
"The report looks at procedures and practices that were in place at the time of the inspection but doesn't take into account the good work that the force and the commissioner's team had already started, which addresses a lot of the suggestions for improvement," she added.
A Dyfed-Powys spokesman said: "We are delighted that the inspectorate recognised that Dyfed-Powys Police has a strong ethic to protect the vulnerable, with good support from partners.
"The force has already commenced work in relation to the identified areas for improvement."
North Wales Police and Crime Commissioner Winston Roddick said the force, which was told it could do more to tackle child sex abuse, had set up a victim help centre and had employed experts to support people affected by child sexual exploitation.

"Qandeel Baloch is an inspiration to those ladies who are treated badly and dominated by society. I will keep on achieving and I know you will keep on hating. Damn, but who cares."
It was for such provocative views that Ms Baloch was loved, derided and mocked.
She instigated a debate in Pakistan on whether choosing to defy family and societal norms symbolised women's empowerment or was cheap narcissism.
In death, too, what police suspect is an honour killing carried out by her brother reflects a deeply divided country.
On social media, some believe her brother was justified in killing her.
"A girl who decides to publish her naked pics for sake of publicity.... what her brother is sppose (sic) to do?" asked one Islamabad-based Twitter user.
It was down to an MP, Nafisa Shah, to sum up the argument for the other side, writing: "A social media star who exposed social hypocrisy is murdered by a family vigilante created by a skewed law. Condemnable."
But others are blaming the media too, for publicising her private and personal information such as her passport and national identity card.
When a former husband revealed she also had a child after a supposed love marriage, she claimed that it was forced on her at the age of 17, and that he used to beat her.
Ms Baloch genuinely feared for her life, even before she wrote an unheeded letter to the interior ministry calling for protection.
In an earlier interview with BBC Urdu she said "I am facing threats. But I believe that death is preordained - when you are meant to die, you will die."
In life as well as death, Qandeel Baloch's story from her childhood in a small conservative town, to a video of her "twerking" and ultimately to her murder is perhaps all too Pakistani in its contradictions and in its violence.
Three of Wales' four police forces have been told they must do better to protect and support vulnerable people and domestic abuse victims.
[NEXT_CONCEPT]
In one of her last posts on Facebook before her murder, Qandeel Baloch wrote: "No matter how many times I will be pushed down, I am a fighter, I will bounce back…