The high-frequency(HF) communication is one of essential communication methods for military and emergency application. However, the selection of communication frequency channel is always a difficult problem as the crowded spectrum, the time-varying channels, and the malicious intelligent jamming. The existing frequency hopping, automatic link establishment and some new anti-jamming technologies can not completely solve the above problems. In this article, we adopt deep reinforcement leing to solve this intractable challenge. First, the combination of the spectrum state and the channel gain state is defined as the complex environmental state, and the Markov characteristic of defined state is analyzed and proved. Then, considering that the spectrum state and channel gain state are heterogeneous information, a new deep Q network (DQN) framework is designed, which contains multiple sub-networks to process different kinds of information. Finally, aiming to improve the leing speed and efficiency, the optimization targets of corresponding sub-networks are reasonably designed, and a heterogeneous information fusion deep reinforcement leing (HIF-DRL) algorithm is designed for the specific frequency selection. Simulation results show that the proposed algorithm performs well in channel prediction, jamming avoidance and frequency channel selection.