The molecular components with the functional interdependencies in human cell form complicated biological network. Diseases are mostly caused by the perturbations of the composite of the interaction multi-biomolecules, rather than an abnormality of a single biomolecule. Furthermore, new biological functions and processes could be revealed by discovering novel biological entity relationships. Hence, more and more biologists focus on studying the complex biological system instead of the individual biological components. The emergence of heterogeneous information network (HIN) offers a promising way to systematically explore complicated and heterogeneous relationships between various molecules for apparently distinct phenotypes. In this review, we first present the basic definition of HIN and the biological system considered as a complex HIN. Then, we discuss the topological properties of HIN and how these can be applied to detect network motif and functional module. Afterwards, methodologies of discovering relationships between disease and biomolecule are presented. Useful insights on how HIN aids in drug development and explores human interactome are provided. Finally, we analyze the challenges and opportunities for uncovering combinatorial patterns among pharmacogenomics and cell-type detection based on single-cell genomic data.