In practical applications, there exists a large amount of heterogeneous data consisting of a mixture of numerical and categorical data, which are more complex and difficult to handle than a single class. In recent years, feature selection for heterogeneous data has received more and more attention from scholars. However, the current research on feature selection for heterogeneous data seldom takes into account the fineness of the granularity structure and the complementary information contained in the complements of each granularity. Addressing the shortcomings of existing efforts, this paper introduces complementary entropy into the neighborhood rough set model to define an uncertainty measurement system in heterogeneous data, and constructs the corresponding feature selection algorithm. First, the neighborhood complementary entropy and its associated uncertainty measures based on neighborhood relation are defined, and the relevant theoretical properties of these uncertainty measures are investigated. Then, based on the proposed uncertainty measures, a significance function is defined to assess the importance of candidate features. Next, a feature selection method for heterogeneous data is designed using neighborhood complementary entropy. Finally, the feasibility of the method proposed in this paper is demonstrated through an experimental comparative analysis with various existing feature selection methods.