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With the increasing proliferation of hardware accelerators and the predicted continued increase in the heterogeneity of future computing systems, it is necessary to understand the security properties of such systems. In this survey article, we consider the security of heterogeneous systems against microarchitectural attacks, with a focus on covert- and side-channel attacks, as well as fault injection attacks. We review works that have explored the vulnerability of the individual accelerators (such as Graphical Processing Units, GPUs and Field Programmable Gate Arrays, FPGAs) against these attacks, as well as efforts to mitigate them. We also consider the vulnerability of other components within a heterogeneous system such as the interconnect and memory components. We believe that this survey is especially timely, as new accelerators and heterogeneous systems are being designed such that these designs understand the security threats and develop systems that are not only performant but also secure.