Target tracking applications are promising, it has great theoretical and practical significance, but the research faces great challenges. With the development of multi-modal depth sensing technology, a large number of scholars have proposed various target tracking methods based on heterogeneous sensing and got great results. This paper provides an overview of the techniques involved in target tracking in the different layers of the network and a comprehensive analysis of the research progress in heterogeneous sensing techniques in each layer. First, this paper introduced the single sensing scheme and heterogeneous sensing scheme in the physical layer. Second, we presented heterogeneous communication technologies and heterogeneous optimization methods for communication protocols in the network layer. Third, we combined several typical heterogeneous sensory target tracking applications and analyzed the application of cloud computing, edge computing, big data, and blockchain technologies. Finally, we discussed the challenges and future direction of heterogeneous sensory target tracking methods.