Here, we present a Heterogeneous Graph neural network for Multimodal neuroimaging fusion learning (HGM). Traditional GNN-based models usually assume the brain network is a homogeneous graph with single type of nodes and edges. However, vast literatures have shown the heterogeneity of the human brain especially between the two hemispheres. Homogeneous brain network is insufficient to model the complicated brain state. Therefore, in this work we firstly model the brain network as heterogeneous graph with multi-type nodes (i.e., left and right hemispheric nodes) and multi-type edges (i.e., intra- and inter-hemispheric edges). Besides, we also propose a self-supervised pre-training strategy based on heterogeneou brain network to address the overfitting problem due to the complex model and small sample size. Our results on two datasets show the superiority of proposed model over other multimodal methods for disease prediction task. Besides, ablation experiments show that our model with pre-training strategy can alleviate the problem of limited training sample size.