As a decision model to depict the human cognitive process, three-way decision (3WD) provides a reasonable semantic interpretation for solving practical multi-attribute group decision-making (MAGDM) problems. At the same time, there often exist different types of information due to the subjective and objective criteria in practical decision-making problems, thus it is necessary to develop some efficient frameworks to deal with the MAGDM problems with heterogeneous information. In this paper, based on 3WD theory and sequential strategy, we propose a sequential multiple attribute three-way group decision-making (SMA3WGD) method for the heterogeneous MAGDM problem with unknown weight information to achieve this goal. At first, we compute the weights of decision-makers by using the consensus degree between each of the decision-makers in a group. Then, we calculate the collective evaluation result of multiple decision-makers by utilizing the mathematical planning method with two objectives of minimum difference and high similarity between group evaluation values and individual evaluation values. Meanwhile, a nested sequence of the set of attributes is constructed according to the attribute values offered by decision-makers that have different degrees of consensus on different attributes. On this basis, a multilevel granular structure for the heterogeneous MAGDM problems is constructed, and then the compute of the cost functions and conditional probability is explored in a single level of granular structure, and the thresholds and three-way decision rules of alternatives are further determined depending on the principle of cost minimization. Furthermore, by using a sequential strategy, we obtain a sequential three-way decision result of the heterogeneous MAGDM problems under the multilevel granular structure. At last, the practicality and advantages of the suggested method are demonstrated via a blockchain service provider selection case study, a parameter sensitivity analysis along with a comparison analysis.