Heterogeneous hyper-networks is used to represent multi-modal and composite interactions between data points. In such networks, several different types of nodes form a hyperedge. Heterogeneous hyper-network embedding learns a distributed node representation under such complex interactions while preserving the network structure. However, this is a challenging task due to the multiple modalities and composite interactions. In this study, a deep approach is proposed to embed heterogeneous attributed hyper-networks with complicated and non-linear node relationships. In particular, a fully-connected and graph convolutional layers are designed to project different types of nodes into a common low-dimensional space, a tuple-wise similarity function is proposed to preserve the network structure, and a ranking based loss function is used to improve the similarity scores of hyperedges in the embedding space. The proposed approach is evaluated on synthetic and real world datasets and a better performance is obtained compared with baselines.