We report an experimental demonstration of a coupled-mode heat engine in a two-membrane-in-the-middle cavity optomechanical system. The normal mode of the cavity-mediated strongly coupled nanoresonators is used as the working medium, and an Otto cycle is realized by extracting work between two phononic thermal reservoirs. The heat engine performance is characterized in both normal mode and bare mode pictures, which reveals that the correlation of two membranes plays a substantial role during the thermodynamic cycle. Moreover, a straight-twin nanomechanical engine is implemented by engineering the normal modes and operating two cylinders out of phase. Our results demonstrate an essential class of heat engine in cavity optomechanical systems and provide an ideal platform platform for investigating heat engines of interacting subsystems in small scales with controllability and scalability.