Atomic catalysts (AC) are gaining extensive research interest as the most active new frontier in heterogeneous catalysis due to their unique electronic structures and maximum atom-utilization efficiencies. Among all the atom catalysts, atomically dispersed heteronuclear dual-atom catalysts (HDACs), which are featured with asymmetric active sites, have recently opened new pathways in the field of advancing atomic catalysis. In this review, the up-to-date investigations on heteronuclear dual-atom catalysts together with the last advances on their theoretical predictions and experimental constructions are summarized. Furthermore, the current experimental synthetic strategies and accessible characterization techniques for these kinds of atomic catalysts, are also discussed. Finally, the crucial challenges in both theoretical and experimental aspects, as well as the future prospects of HDACs for energy-related applications are provided. It is believed that this review will inspire the rational design and synthesis of the new generation of highly effective HDACs.