Community detection has long been an important yet challenging task to analyze complex networks with a focus on detecting topological structures of graph data. Essentially, real-world graph data is generally heterogeneous which dynamically varies over time, and this invalidates most existing community detection approaches. To cope with these issues, this paper proposes the temporal-heterogeneous graph convolutional networks (THGCN) to detect communities using the learnt feature representations of a set of temporal heterogeneous graphs. Particularly, we first design a heterogeneous GCN component to represent features of heterogeneous graph at each time step. Then, a residual compressed aggregation component is proposed to learn temporal feature representations extracted from two consecutive heterogeneous graphs. These temporal features are considered to contain evolutionary patterns of underlying communities. To the best of our knowledge, this is the first attempt to detect communities from temporal heterogeneous graphs. To evaluate the model performance, extensive experiments are performed on two real-world datasets, i.e., DBLP and IMDB. The promising results have demonstrated that the proposed THGCN is superior to both benchmark and the state-of-the-art approaches, e.g., GCN, GAT, GNN, LGNN, HAN and STAR, with respect to a number of evaluation criteria.