Understanding regional environmental heterogeneity (EH) and biodiversity relationships (heterogeneity-diversity relationships: HDRs) is the first step toward coupling environmental variables with biodiversity surrogates into regional systematic conservation planning. However, there is no universal method for determining regional HDRs that considers various environmental variables and biodiversity in different regions. This study selected 32 nature reserves as natural areas in Yunnan, China, to examine regional HDRs in Yunnan. We calculated 17 EH parameters (of soil, topography, and climate) and three (ecosystem, plant, and animal) biodiversity indices in the nature reserves. By examining the explanatory power of each EH parameter and area of the nature reserve, we identified the primary parameters and constructed an optimal model for each biodiversity index. The explanatory powers of these parameters varied for each biodiversity index, and those of climatic parameters were generally higher than soil and topographic heterogeneity ones. Heterogeneity of the temperature annual range, followed by area and heterogeneity of soil type, were important parameters for ecosystem diversity of Yunnan and the optimal model explained 56.9%. Plant diversity was explained 54.5% by its optimal model, consisting of heterogeneity of precipitation of the coldest quarter and annual precipitation. Heterogeneity of temperature annual range was important for animal diversity in Yunnan and explained 29.6% of its optimal model. This study suggests that EH parameters can be an effective surrogate for biodiversity, therefore, we suggested that the significance and role of climatically heterogeneous regions for the conservation of biodiversity in Yunnan should be further studied in the future.