This paper studies the cluster output regulation problem of heterogeneous linear multi-agent systems under fixed directed topology, where dynamics of all agents are allowed to be different. Compared with the standard consensus problem, the interactions among clusters, which can be negatively weighted, impose a challenge on dealing with the issue. Based on the output regulation theory and the small-gain theorem, distributed state feedback and output feedback controllers are proposed to solve the problem. In each case, a small-gain criterion is given to guarantee cluster output regulation. Furthermore, a unified design procedure is given for both cases. Our results provide a new way to understand the relationship between the standard consensus problem and the cluster consensus problem. Numerical simulations are provided to verify the effectiveness of theoretical results.