This paper discusses the finite time consensus (FTC) issue of nonlinear heterogeneous multi-agent systems (HMASs) by combining integral sliding-mode control (SMC), event-triggered control (ETC) and pinning control methods. The SMC is constructed separately for first-order and second-order agents to assure that the system is not interfered by the nonlinearities and disturbances when the state trajectory of the system moves on the sliding surface. To stimulate the FTC of system, a novel control protocols are designed and a fully distributed ETC with adjustable trigger frequency only rely on the local information is introduced. Moreover, the Zeno behavior is eliminated and the range of pinning gain of each agent under directed topology is determined. Meanwhile, we also give the conditional criteria for the system to achieve FTC. Eventually, the correctness of the obtained conclusion is illustrated by several simulation examples.