We have studied THz heterodyne detection in sub-micrometer MgB2 hot electron bolometer (HEB) mixers based on superconducting MgB2 films of ∼ 5 nm (HEB-A), corresponding to a critical temperature (Tc) of 33.9 K, and ∼ 7 nm (HEB-B), corresponding to a T c of 38.4 K. We have measured a double sideband (DSB) receiver noise temperature of 2590 K for HEB-A and 2160 K for HEB-B at 1.6 THz and 5 K. By correcting for optical losses, both HEBs show receiver noise temperatures of ∼1600 K referenced to the front of anti-reflection (AR)-coated Si lenses. An intermediate frequency (IF) noise bandwidth of 11 GHz has been measured for both devices. The required local oscillator (LO) power is about 13 μW for both HEBs. We have also measured a DSB receiver noise temperature of 3290 K at 2.5 THz and 5 K but with an AR-coated lens optimized for 1.6 THz. Besides, we have observed a step-like structure in current voltage (IV) curves, which becomes weaker when the LO power increases and observable only in their differential resistance. Such a correlated structure appears also in the receiver output power as a function of voltage, which is likely due to electronic inhomogeneities intrinsic to the variations in the thickness of the MgB2 films. Different behavior in the IV curves around the low bias voltages, pumped with the same LO power at 1.6 and 5.3 THz, was observed for HEB-B, suggesting the presence of a high-energy σ-gap in the MgB2 film.