This paper focuses on a robust distributed power allocation scheme for downlink two-tier heterogeneous networks (HetNets). The objective is to maximize the network aggregate utility of femtocell users (FUEs) which factors the fairness between users under the constraint of not causing serious interference to existing macrocell users (MUEs). Being impractical for different nodes to cooperate in HetNets to obtain precise estimated values of the channel gains between them, it is a challenge to guarantee the performance of the power allocation algorithm by using existing methods. This work makes a step forward in the direction of conquering this challenge by taking into account channel uncertainty, and the robust counterpart of nominal problem, without channel uncertainty, is framed by using worst-case robust optimization theory. To make the robust counterpart computationally tractable, we exploit its convexity and derive that the channel uncertainties between a FUE and nearby femtocell base stations (FBSs) fall into water-filling form being related to the received power from interference sources. Based on the inherent relationship between channel uncertainty and received power, we design a distributed algorithm which merely needs to solve a deterministic problem. The algorithm is devised based on alternating direction method of multipliers (ADMM) with a fast convergence speed. The simulation results demonstrate the robustness of our proposed approach, and the corresponding cost of robustness is investigated.