To model biochemical reaction systems with diffusion one can either use stochastic, microscopic reaction-diffusion master equations or deterministic, macroscopic reaction-diffusion system. The connection between these two models is not only theoretically important but also plays an essential role in applications. This paper considers the macroscopic limits of the chemical reaction-diffusion master equation for first-order chemical reaction systems in highly heterogeneous environments. More precisely, the diffusion coefficients as well as the reaction rates are spatially inhomogeneous and the reaction rates may also be discontinuous. By carefully discretizing these heterogeneities within a reaction-diffusion master equation model, we show that in the limit we recover the macroscopic reaction-diffusion system with inhomogeneous diffusion and reaction rates.