The fluctuated power output of renewable energy sources brings new challenges to frequency control, especially for islanded microgrids with small spinning reserves. However, energy storage systems and widespread flexible loads can be employed to the frequency regulation thanks to their flexibility of power outputs. This paper investigates the frequency regulation problem for islanded microgrids with distributed heterogeneous energy storage systems (HESS) composed of battery energy storage systems (BESS) and building thermal energy storage systems (BTESS). A distributed event-triggered balanced power sharing strategy considering denial of service (DoS) attacks is designed for frequency regulation by allocating HESS power according to BESS state of charge (SoC), BTESS state of temperature (SoT) and their capacities. The range of control parameters for a stable controller are all provided by Lyapunov analysis. Moreover, the frequency feedback control gain for HESS is derived by using linear quadratic regulator. Simulation results show that the proposed frequency regulation strategy can guarantee the recovery of microgrids frequency and the proportional sharing of HESS power. Besides, SoC and SoT balancing with fewer communications are achieved, even with considering various parameters of HESS, such as capacity, efficiency and with communication link failures as well as DoS attacks.