Device-independent quantum key distribution (DIQKD) exploits the violation of a Bell inequality to extract secure keys even if users' devices are untrusted. Currently, all DIQKD protocols suffer from the secret key capacity bound, i.e., the secret key rate scales linearly with the transmittance of two users. Here we propose a heralded DIQKD scheme based on entangled coherent states to improve entangling rates whereby long-distance entanglement is created by single-photon-type interference. The secret key rate of our scheme can significantly outperform the traditional two-photon-type Bell-state measurement scheme and, importantly, surpass the above capacity bound. Our protocol therefore is an important step towards a realization of DIQKD and can be a promising candidate scheme for entanglement swapping in the future quantum internet.