Security is critical for sensor networks used in military, homeland security and other hostile environments. Previous research on sensor network security mainly considers homogeneous sensor networks, i.e., all sensor nodes are the same. Research has shown that homogeneous ad hoc networks have poor performance and scalability. Furthermore, many security schemes designed for homogeneous sensor networks have high communication overhead, computation overhead, and/or large storage requirement. To achieve better security and performance, we adopt a heterogeneous sensor network (HSN) model. In this paper, we present an efficient key management scheme that takes advantage of the powerful high-end sensors in HSN. The performance evaluation and security analysis show that the key management scheme provides better security with low complexity and significant reduction on storage requirement, compared to existing sensor key management schemes.