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Previous research on sensor network security mainly considers homogeneous sensor networks, where all sensor nodes have the same capabilities. Research has shown that homogeneous ad hoc networks have poor performance and scalability. The many-to-one traffic pattern dominates in sensor networks, and hence a sensor may only communicate with a small portion of its neighbors. Key management is a fundamental security operation. Most existing key management schemes try to establish shared keys for all pairs of neighbor sensors, no matter whether these nodes communicate with each other or not, and this causes large overhead. In this paper, we adopt a Heterogeneous Sensor Network (HSN) model for better performance and security. We propose a novel routing-driven key management scheme, which only establishes shared keys for neighbor sensors that communicate with each other. We utilize Elliptic Curve Cryptography in the design of an efficient key management scheme for sensor nodes. The performance evaluation and security analysis show that our key management scheme can provide better security with significant reductions on communication overhead, storage space and energy consumption than other key management schemes.