In recommender system field, most of the existing works mainly focus on the One-Class Collaborative Filtering (OCCF) problem with only one type of users’ feedback, e.g., purchasing feedback. However, users’ feedback is usually heterogeneous in real applications, so it has become a new challenge to model the users’ heterogeneous feedback to capture their true preferences. Focusing on the Heterogeneous One-Class Collaborative Filtering (HOCCF) problem (including users’ purchasing feedback and browsing feedback), a transfer learning solution named Staged Variational AutoEncoder (SVAE) model was proposed. Firstly, the latent feature vectors were generated via the Multinomial Variational AutoEncoder (Multi-VAE) with users’ browsing feedback auxiliary data. Then, the obtained latent feature vectors were transferred to another Multi-VAE to assist the modeling of users’ target data, i.e., purchasing feedback by this Multi-VAE. Experimental results on three real-world datasets show that the performance of SVAE model on the important metrics such as Precision@5 and Normalized Discounted Cumulative Gain@5 (NDCG@5) is significantly better than the performance of the state-of-the-art recommendation algorithms in most cases, demonstrating the effectiveness of the proposed model.