We prove interior boundedness and Hölder continuity for the weak solutions of nonlocal double phase equations in the Heisenberg group $\mathbb{H}^n$. This solves a problem raised by Palatucci and Piccinini et al. in 2022 and 2023 for the nonlinear integro-differential problems in Heisenberg setting. Our proof of the a priori estimates bases on De Giorgi–Nash–Moser theory, where the important ingredients are Caccioppoli-type inequality and Logarithmic estimate. To achieve this goal, we establish a new and crucial Sobolev–Poincaré type inequality in local domain, which may be of independent interest and potential applications.