Cross-lingual image captioning is confronted with both cross-lingual and cross-modal challenges for multimedia analysis. The crucial issue in this task is to model the global and local matching between the image and different languages. Existing cross-modal embedding methods based on Transformer architecture oversight the local matching between the image region and monolingual words, not to mention in the face of a variety of differentiated languages. Due to the heterogeneous property of the cross-modal and cross-lingual task, we utilize the heterogeneous network to establish cross-domain relationships and the local correspondences between the image and different languages. In this paper, we propose an Embedded Heterogeneous Attention Transformer (EHAT) to build reasoning paths bridging cross-domain for cross-lingual image captioning and integrate into transformer. The proposed EHAT consists of a Masked Heterogeneous Cross-attention (MHCA), Heterogeneous Attention Reasoning Network (HARN) and Heterogeneous Co-attention (HCA). HARN as the core network, models and infers cross-domain relationship anchored by vision bounding box representation features to connect two languages word features and learn the heterogeneous maps. MHCA and HCA implement cross-domain integration in the encoder through the special heterogeneous attention and enable single model to generate two language captioning. We test on MSCOCO dataset to generate English and Chinese, which are most widely used and have obvious difference between their language families. Our experiments show that our method even achieve better than advanced monolingual methods.