This article considers the consensus problem of heterogeneous multi-agent system composed of first-order and second-order agents, in which the second-order integrator agents cannot obtain the velocity (second state) measurements for feedback. Two different consensus protocols are proposed. First, we propose a consensus protocol and discuss the consensus problem of heterogeneous multi-agent system. By applying the graph theory and the Lyapunov direct method, some sufficient conditions for consensus are established when the communication topologies are undirected connected graphs and leader-following networks. Second, due to actuator saturation, we propose another consensus protocol with input constraint and obtain the consensus criterions for heterogeneous multi-agent system. Finally, some examples are presented to illustrate the effectiveness of the obtained criterions.