Network embedding has been widely used to solve the network analytics problem. Existing methods mainly focus on networks with single-layered homogeneous or heterogeneous networks. However, many real-world complex systems can be naturally represented by multilayer networks, which is another term of heterogeneous networks with multiple edge/relation types. The problem of how to capture and utilize rich interaction information of multi-type relations causes a major challenge of multilayer network embedding. To address this problem, we propose a fast and scalable multilayer network embedding model, called HMNE, to efficiently preserve and learn information of multi-type relations into a unified embedding space. We develop a heuristic 3D interactive walk technique dedicated for multilayer networks, which can leverage rich interactions among distinct layers and effectively capture important information contained in the layered structure. We evaluate our proposed model HMNE on two downstream analytic applications: node classification and link prediction. Experimental results on seven social and biological multilayer network datasets demonstrate that the proposed model outperforms existing competitive baselines with reduced time and memory occupations.