With the fast development of remote sensing platforms and sensors technology, change detection with heterogeneous remote sensing images (Hete-CD) has become an attractive topic in recent years and plays a vital role in land cover change detection for responding to natural disaster emergencies when homogeneous images are unavailable. Although Hete-CD has been developed for about three decades, and various related methods have been developed and applied successfully in practice, a systematic and comprehensive review of the current achievements regarding Hete-CD remains lacking. Therefore, in this article, we first present an overview of Hete-CD in terms of the related literature. Second, the major techniques of Hete-CD are reviewed in terms of publicly available datasets, the taxonomy of major techniques, results, performance, and quantitative evaluation. Then, some classical methods are selected for comparison and discussion. Finally, based on the discussion and literature review, challenges, opportunities, and future directions for Hete-CD are concluded. The review aims to provide a "one-stop-shop" understanding of the problems with the categories of existing approaches, open opportunities and challenges, and potential future directions for Hete-CD.