With the recent availability of Electronic Health Records (EHR) and great opportunities they offer for advancing medical informatics, there has been growing interest in mining EHR for improving quality of care. Disease diagnosis due to its sensitive nature, huge costs of error, and complexity has become an increasingly important focus of research in past years. Existing studies model EHR by capturing co-occurrence of clinical events to learn their latent embeddings. However, relations among clinical events carry various semantics and contribute differently to disease diagnosis which gives precedence to a more advanced modeling of heterogeneous data types and relations in EHR data than existing solutions. To address these issues, we represent how high-dimensional EHR data and its rich relationships can be suitably translated into HeteroMed, a heterogeneous information network for robust medical diagnosis. Our modeling approach allows for straightforward handling of missing values and heterogeneity of data. HeteroMed exploits metapaths to capture higher level and semantically important relations contributing to disease diagnosis. Furthermore, it employs a joint embedding framework to tailor clinical event representations to the disease diagnosis goal. To the best of our knowledge, this is the first study to use Heterogeneous Information Network for modeling clinical data and disease diagnosis. Experimental results of our study show superior performance of HeteroMed compared to prior methods in prediction of exact diagnosis codes and general disease cohorts. Moreover, HeteroMed outperforms baseline models in capturing similarities of clinical events which are examined qualitatively through case studies.