Valley pseudospin, labeling the pair of energy extrema in momentum space, has been attracting attention because of its potential as a new degree of freedom in manipulating electrons or classical waves. Recently, topological valley edge transport of sound, by virtue of the gapless valley-locked edge states, has been observed in the domain walls of sonic crystals. Here, by constructing a heterostructure with sonic crystals, a topological waveguide is realized. The waveguide states feature gapless dispersion, momentum-valley locking, immunity against defects, and a high capacity for energy transport. With a designable size, the heterostructures are more flexible for interfacing with the existing acoustic devices than the domain wall structures. Such heterostructures may serve as versatile new devices for acoustic wave manipulation, such as acoustic splitting, reflection-free guiding and converging.