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In this article, we study the cooperative output regulation problem for heterogeneous linear multi‐agent systems by the distributed sampled‐data control approach. We consider two cases. The first case is that the state of the leader system is constant. For this case, we show that the cooperative output regulation problem is solvable exactly by a distributed aperiodic sampled‐data output feedback control law. The second case is that the state of the leader system is time‐varying with bounded derivative. For this case, we further show that the problem is solvable practically by a distributed aperiodic sampled‐data output feedback control law in the sense that the steady‐state regulated output can be made arbitrarily small. Finally, we give two examples to illustrate our results. [ABSTRACT FROM AUTHOR]