Thanks to the technical development of target tracking, the multi-source data fusion and target tracking has become a hotspot in the research of huge heterogenous networks. Based on millimeter wave heterogeneous network, this paper constructs a multi-source data fusion and target tracking model. The core of the model is the data mining deep Q network (DM-DQN). Through image filling, the length of the input vector (time window) was extended from 25 to 31, with the aid of CNN heterogeneous network technology. This is to keep the length of input vector in line with that of output vector, and retain the time features of eye tracking data to the greatest extent, thereby expanding the recognition range. Experimental results show that the proposed model achieved a modified mean error of only 1.5m with a tracking time of 160s, that is, the tracking effect is ideal. That is why the DM-DQN outperformed other algorithms in total user delay. The algorithm can improve the energy efficiency of the network, while ensuring the quality of service of the user. In the first 50 iterations, DM-DQN worked poorer than structured data mining. After 50 iterations, DM-DQN began to learn the merits of the latter. After 100 iterations, both DM-DQN and structured data mining tended to be stable, and the former had the better performance. Compared with typical structured data mining, the proposed DM-DQN not only converges fast, but also boasts a relatively good performance.