Recently, domain adaptation has gained great popularity, while most researchers are focusing on domains in homogenous modalities, e.g., image domains. In reality, heterogeneous domains are pretty common and more challenging. In this paper, we present MCD-JD—a Maximum Classifier Discrepancy model which considers the joint distribution of the source and target domain data for heterogeneous domain adaption. MCD-JD derives from Generative Adversarial Networks (GAN) consisting of two parts, i.e., minimizing the discrepancy of joint distribution, and maximizing classifier discrepancy. Specifically, the first part uses the Maximum Mean Discrepancy (MMD) regularization to adapt the data distributions between source and target domains. The second part utilizes two different classifiers to maximize their discrepancy of making predictions on the target domain data, which further minimizes the discrepancy of data distributions between source and target domains. We collect a dataset depicting real-world events (e.g., protests, explosions, etc.) from multiple heterogeneous data domains, including news media textual articles, social media (Flickr) images, and YouTube videos. Extensive experiments conducted on the real-world dataset manifest the effectiveness of MCD-JD, which outperforms state-of-the-art benchmark models.