Spectrum sensing in heterogeneous networks is very challenging as it usually requires a large number of static secondary users (SUs) to obtain the global spectrum states. In this paper, we tackle the spectrum sensing in heterogeneous networks from a new perspective. We exploit the mobility of multiple SUs to simultaneously collect spatial-temporal spectrum sensing data. Then, we propose a novel non-parametric Bayesian learning model, referred to as beta process hidden Markov model to capture the spatio-temporal correlation in the collected spectrum data. Finally, Bayesian inference is carried out to establish the global spectrum picture. Simulation results show that the proposed algorithm can achieve a significant spectrum sensing performance improvement in terms of receiver operating characteristic curve and detection accuracy compared with other existing spectrum sensing algorithms。