Estimating individual treatment effects in networked observational data is a crucial and increasingly recognized problem. One major challenge of this problem is violating the Stable Unit Treatment Value Assumption (SUTVA), which posits that a unit’s outcome is independent of others’ treatment assignments. However, in network data, a unit’s outcome is influenced not only by its treatment (i.e., direct effect) but also by the treatments of others (i.e., spillover effect) since the presence of interference. Moreover, the interference from other units is always heterogeneous (e.g., friends with similar interests have a different influence than those with different interests). In this paper, we focus on the problem of estimating individual treatment effects (including direct effect and spillover effect) under heterogeneous interference in networks. To address this problem, we propose a novel Dual Weighting Regression (DWR) algorithm by simultaneously learning attention weights to capture the heterogeneous interference from neighbors and sample weights to eliminate the complex confounding bias in networks. We formulate the learning process as a bi-level optimization problem. Theoretically, we give a generalization error bound for the expected estimation error of the individual treatment effects. Extensive experiments on four benchmark datasets demonstrate that the proposed DWR algorithm outperforms the state-of-the-art methods in estimating individual treatment effects under heterogeneous network interference.