Using Monte Carlo simulation we investigate electron transport in GaAs‐n‐AlxGa1-xAs heterostructure with high electric field applied parallel to the layer interface. Within a three‐dimensional electron gas model we study the energy exchange between adjacent layers caused by real‐space electron transfer (RSET). We have calculated an x‐dependent electron temperature Te(x), with x being the distance from the interface, and distribution function f(kx,x), where kx is a wave‐vector component perpendicular to the interface. Te(x) behavior clearly shows that the energy exchange between layers occurs: the electron temperature in the GaAs layer (high mobility—strong heating by field) is lower and that in the n‐AlxGa1-xAs layer (low mobility—weak heating by field) is greater than the corresponding bulk values. A peculiar feature of the electron temperature x dependence is its abrupt change at the interface. We have shown that the presence of temperature step is necessary for the energy exchange due to RSET and it should be present in parallel transport simulations of three‐dimensional electron gas where modulation doping of layers and smooth interfaces with abrupt potential barriers are considered. Compared to bulk distributions, the results for f(kx,x) are visibly influenced both by RSET and energy exchange. All numerical results are interpreted using simple general considerations. Finally, it is discussed that increased electron temperature in the n‐AlxGa1-xAs layer can lead to more effective thermionic emission back to the GaAs layer, and thus increases the speed of the RSET oscillator.