In this paper, we review the fundamentals of heterostructures in two-dimensional photonic-crystal ( PC) slabs and demonstrate ultra-high-Q nanocavities, which are key components for the realization of PC devices. Heterostructure PCs ( hetero-PCs) consist of multiple PC waveguides with different lattice constants. Here we theoretically demonstrate the selective transmission and reflection characteristics of various hetero-PCs, including photonic-tunnelling structures. On the basis of these traits, we construct photonic double-heterostructure nanocavities and detail their optical properties, including the transmission characteristics of the input waveguides and the Q factors of the cavities. We show that ultra-high-Q factors (similar to 1 200 000) can be realized in the nanocavities and are limited by imperfections in the fabrication process. Ultra-high-Q photonic double-heterostructure nanocavities are important not only in the development of various photonic applications but also for advancing our knowledge of photonic heterostructures.