In crystals, molecules thermally vibrate around the periodic lattice sites. Vibrational motions are well understood in terms of phonons, which carry heat and control heat transport. The situation is notably different in disordered solids, where vibrational excitations are not phonons and can be even localized. Recent numerical work has established the concept of elastic heterogeneity: Disordered solids show inhomogeneous local mechanical response. Clearly, the heterogeneous nature of elastic properties strongly influences vibrational and thermal properties, and it is expected to be the origin of anomalous features, including boson peak, vibrational localization, and temperature dependence of thermal conductivity. These are all crucial long-standing problems in material physics, which we address in the present work. We have considered a toy model able to stabilize different states of matter, by introducing an increasing amount of size disorder. The phase diagram generated by Molecular Dynamics simulation encompasses the perfect crystalline state with spatially homogeneous elastic moduli distribution, multiple defective phases with increasing moduli heterogeneities, and eventually a series of amorphous states. We have established clear correlations among heterogeneous local mechanical response, vibrational states, and thermal conductivity. We provide evidence that elastic heterogeneity controls both vibrational and thermal properties, and is a key concept to understand the anomalous puzzling features of disordered solids.