The development of distributed generation (DG) raises high requirement on accurate real-time state estimation with phasor measurement unit (PMU) for wide-area measurement systems (WAMS). Although the particle filter (PF) is among the best in estimation performance, its computation burden is truly heavy towards smart sensors of current generation. Besides, the infrastructure for PMU data communication is confronted with the challenges of the amount of data boosted by the high sampling frequency of PMUs and booming grid size. This paper proposes an event-trigger heterogeneous nonlinear filter (ET-HNF) to solve these problems. A master-slave nonlinear filtering structure is designed for WAMS by taking full advantage of computation power both at generator node and estimation center. The local slave filter is established at generator node to perform the event-trigger strategy based on low computational unscented transformation. Moreover, a Monte Carlo based filter served as the master, which improves estimation center’s filtering performance by cooperating with the center slave. Simulation results verify the feasibility and performance of ET-HNF using the standard IEEE 39-bus system with PMUs.