In the heterogeneous cloud radio access network (H-CRAN), which consists of multiple access points (APs) providing smaller coverage and a high power node (HPN) providing ubiquitous coverage, the mobile machines can connect to multiple APs and HPN by coordinated multi-point transmission (CoMP) concurrently to achieve ultra-reliable and low-latency communication. However, the current network association (or priorly known as handovers), which only focuses on switching between two base stations, may not be an efficient scheme in H-CRAN. In this paper, we innovate a proactive network association mechanism by taking CoMP into consideration under the H-CRAN architecture. We consider two scenarios under the H-CRAN architecture: with and without the assistance of HPN in the network. By regarding APs/HPN in H-CRAN as resources that allocated to mobile machines, a novel proactive network association concept is proposed, and then generalized from one-to-one to multiple-to-multiple case. With the assistance of Lyapunov optimization theory , effective bandwidth, and capacity theory , we can prove that this proactive network association scheme can guarantee that the queueing delay performance and the delay violation probability can be both smaller than a corresponding upper bound. That is, both low-latency and ultra-reliable communication can be guaranteed. We also conduct experiments by using real trace from taxis movement data to verify the analytical results. Our results suggest the guidelines to design the proactive network association scheme in H-CRAN.