We have studied wettability effects on multiphase displacements in heterogeneous porous media by experiments on microfluidic chips. The developed experimental and analysis methods link pore-scale physics and macroscopic consequences. By varying fluid properties with a wide range of wettability, we find a non-monotonic wettability effect on displacement efficiency on heterogeneous structures, in contrast to a monotonic one on homogeneous matrix. For the flow on heterogeneous porous media, there is a critical wettability for the best displacement efficiency. Pore-scale mechanisms are identified to elucidate these behaviors: the cooperative pore filling in an intermediate water-wet condition cause the maximum displacement efficiency; the corner flow under a strong water-wet condition and Haines events under a strong oil-wet condition will decrease displacement efficiency. Our findings shed unique insights on how the interaction between fluid wettability and structure heterogeneity affects fluid displacement in porous media.