This paper proposes an algorithm that provides operational strategies for multiple heterogeneous mobile robot systems utilized in many real-world applications, such as deliveries, surveillance, search and rescue, monitoring, and transportation. Specifically, the authors focus on developing an algorithm that solves a min–max multiple depot heterogeneous asymmetric traveling salesperson problem (MDHATSP). The algorithm is designed based on a primal–dual technique to operate given multiple heterogeneous robots located at distinctive depots by finding a tour for each robot such that all the given targets are visited by at least one robot while minimizing the last task completion time. Building on existing work, the newly developed algorithm can solve more generalized problems, including asymmetric cost problems with a min–max objective. Though producing optimal solutions requires high computational loads, the authors aim to find reasonable sub-optimal solutions within a short computation time. The algorithm was repeatedly tested in a simulation with varying problem sizes to verify its effectiveness. The computational results show that the algorithm can produce reliable solutions to apply in real-time operations within a reasonable time.