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The hierarchical equations of motion (HEOM) approach can describe the reduced dynamics of a system simultaneously coupled to multiple bosonic and fermionic environments. The complexity of exactly describing the system-environment interaction with the HEOM method usually results in time-consuming calculations and a large memory cost. Here, we introduce an open-source software package called HierarchicalEOM.jl: a Julia framework integrating the HEOM approach. HierarchicalEOM.jl features a collection of methods to compute bosonic and fermionic spectra, stationary states, and the full dynamics in the extended space of all auxiliary density operators (ADOs). The required handling of the ADOs multi-indexes is achieved through a user-friendly interface. We exemplify the functionalities of the package by analyzing a single impurity Anderson model, and an ultra-strongly coupled charge-cavity system interacting with bosonic and fermionic reservoirs. HierarchicalEOM.jl achieves a significant speedup with respect to the corresponding method in the Quantum Toolbox in Python (QuTiP), upon which this package is founded. The hierarchical equations of motion approach is useful for the non-perturbative study of complex open quantum systems, which are simultaneously coupled to both bosonic and fermionic environments. To tackle these systems, the authors introduce an open-source software package (HierarchicalEOM.jl), characterized by a notable speed and accessibility to new users. [ABSTRACT FROM AUTHOR]