An incisive understanding of user personality is not only essential to many scientific disciplines, but also has a profound business impact on practical applications such as digital marketing, personalized recommendation, mental diagnosis, and human resources management. Previous studies have demonstrated that language usage in social media is effective in personality prediction. However, except for single language features, a less researched direction is how to leverage the heterogeneous information on social media to have a better understanding of user personality. In this paper, we propose a Heterogeneous Information Ensemble framework, called HIE, to predict users' personality traits by integrating heterogeneous information including self-language usage, avatar, emoticon, and responsive patterns. In our framework, to improve the performance of personality prediction, we have designed different strategies extracting semantic representations to fully leverage heterogeneous information on social media. We evaluate our methods with extensive experiments based on a real-world data covering both personality survey results and social media usage from thousands of volunteers. The results reveal that our approaches significantly outperform several widely adopted state-of-the-art baseline methods. To figure out the utility of HIE in a real-world interactive setting, we also present DiPsy, a personalized chatbot to predict user personality through heterogeneous information in digital traces and conversation logs.