Aims. We aim to better understand the heating of gas by observing the prominent gas cooling line CII at 158 mu m in the low-metallicity environment of the Local Group spiral galaxy M33 on scales of 280 pc. In particular, we describe the variation of the photoelectric heating efficiency with the galactic environment. Methods. In this study, we present CII observations along the major axis of M33 using the Infrared Space Observatory in combination with Herschel continuum maps, IRAM 30m CO 2-1, and VLA H I data to study the variation in velocity integrated intensities. The ratio of CII emission over the far-infrared continuum is used as a proxy for the heating efficiency, and models of photon-dominated regions are used to study the local physical densities, far-ultraviolet radiation fields, and average column densities of the molecular clouds. Results. The heating efficiency stays constant at 0.8% in the inner 4.5 kpc radius of the galaxy, where it increases to reach values of ~3% in the outskirts at about a 6 kpc radial distance. The rise of efficiency is explained in the framework of PDR models by lowered volume densities and FUV fields for optical extinctions of only a few magnitudes at constant metallicity. For the significant fraction of H I emission stemming from PDRs and for typical pressures found in the Galactic cold neutral medium (CNM) traced by H I emission, the CNM contributes ~15% to the observed CII emission in the inner 2 kpc radius of M33. The CNM contribution remains largely undetermined in the south, while positions between radial distances of 2 and 7.3 kpc in the north of M33 show a contribution of ~40% + or - 20%.