Psychophysiological computing can be utilized to analyze heterogeneous physiological signals with psychological behaviors in the Internet of Medical Things (IoMT). Since IoMT devices are generally limited by power, storage, and computing resources, it's very challenging to process the physiological signal securely and efficiently. In this work, we design a novel scheme named Heterogeneous Compression and Encryption Neural Network (HCEN), which aims to protect signal security and reduce the required resources in processing heterogeneous physiological signals. The proposed HCEN is designed as an integrated structure that introduces the adversarial properties of Generative Adversarial Networks (GAN) and the feature extraction functionality of Autoencoder (AE). Moreover, we conduct simulations to validate the performance of HCEN using the MIMIC-III waveform dataset. Electrocardiogram (ECG) and Photoplethysmography (PPG) signals are extracted in the simulation. The results reveal that the proposed HCEN can effectively encrypt floating-point signals. Meanwhile, the compression performance outperforms baseline compression methods.