Exploration of new superconductors has always been one of the research directions in condensed matter physics. We report here a new layered heterostructure of [(Fe,Al)(OH)(2)][FeSe](1.2), which is synthesized by the hydrothermal ion-exchange technique. The structure is suggested by a combination of X-ray powder diffraction and the electron diffraction (ED). [(Fe,Al)(OH)(2)][FeSe](1.2) is composed of the alternating stacking of a tetragonal FeSe layer and a hexagonal (Fe,Al)(OH)(2) layer. In [(Fe,Al)(OH)(2)][FeSe](1.2), there exists a mismatch between the FeSe sublayer and the (Fe,Al)(OH)(2) sublayer, and the lattice of the layered heterostructure is quasicommensurate. The as-synthesized [(Fe,Al)(OH)(2)][FeSe](1.2) is nonsuperconducting due to the Fe vacancies in the FeSe layer. The superconductivity with a T-c of 40 K can be achieved after a lithiation process, which is due to the elimination of the Fe vacancies in the FeSe layer. The T-c is nearly the same as that of (Li,Fe)OHFeSe although the structure of [(Fe,Al)(OH)(2)][FeSe](1.2) is quite different from that of (Li,Fe)OHFeSe. The new layered heterostructure of [(Fe,Al)(OH)(2)][FeSe](1.2) contains an iron selenium tetragonal lattice interleaved with a hexagonal metal hydroxide lattice. These results indicate that the superconductivity is very robust for FeSe-based superconductors. It opens a path for exploring superconductivity in iron-base superconductors.