Cooperative transport with heterogeneous legged robots requires coordinating different motion capabilities while supporting an unfixed shared payload. We present HA-DiPO (Heterogeneous-Agent Diffusion Policy Optimization), a hierarchical multi-agent reinforcement learning framework under centralized training with decentralized execution (CTDE). The framework decouples team-level coordination from embodiment-specific motion control: at the high level, a centralized critic uses team-value estimates to jointly train independent coordination policies, aligning robot-specific action responses with a shared transport objective; at the low level, embodiment-specific robust motion policies track the coordination commands. The high-level diffusion policies offer more flexible action distributions than single-Gaussian parameterizations, allowing potentially multimodal coordination responses to be represented. The coordination policies learn from scratch through reward-driven simulator interaction without demonstrations. At execution, each robot generates coordination commands using only local robot and payload observations, without partner-state inputs or inter-robot messages. Simulation comparisons show that HA-DiPO achieves higher final mean returns and velocity-tracking success rates, as well as lower velocity errors, than the evaluated baselines. Real-world experiments further demonstrate quadrupedal-wheeled-legged and human-robot cooperative transport.

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