In this paper, we derive characterizations of boundedness of subsequences of partial sums with respect to Vilenkin system on the martingale Hardy spaces Hp when 0 < p < 1. Moreover, we find necessary and sufficient conditions for the modulus of continuity of martingales f ∈ Hp, which provide convergence of subsequences of partial sums on the martingale Hardy spaces Hp. It is also proved that these results are the best possible in a special sense. As applications, some known and new results are pointed out.