We use observational data from Type Ia Supernovae (SN), Baryon Acoustic Oscillations (BAO), Cosmic Microwave Background (CMB) and observational Hubble data (OHD), and the Markov Chain Monte Carlo (MCMC) method, to constrain the cosmological scenario of holographic dark energy with varying gravitational constant. We consider both flat and non-flat background geometry, and we present the corresponding constraints and contour-plots of the model parameters. We conclude that the scenario is compatible with observations. In 1σ we find ΩΛ0 = 0.72