Heterogeneous face matching is a challenge issue in face recognition due to large domain difference as well as insufficient pairwise images in different modalities during training. This paper proposes a coupled deep learning (CDL) approach for the heterogeneous face matching. CDL seeks a shared feature space in which the heterogeneous face matching problem can be approximately treated as a homogeneous face matching problem. The objective function of CDL mainly includes two parts. The first part contains a trace norm as a relevance constraint, which makes unpaired images from multiple modalities be clustered and correlated. An approximate variational formulation is introduced to deal with the difficulties of optimizing low-rank constraint directly. The second part contains a cross modal ranking among triplet domain specific images to maximize the margin for different identities and increase data for a small amount of training samples. Besides, an alternating minimization method is employed to iteratively update the parameters of CDL. Experimental results show that CDL achieves better performance on the challenging CASIA NIR-VIS 2.0 face recognition database, the IIIT-D Sketch database, the CUHK Face Sketch (CUFS), and the CUHK Face Sketch FERET (CUFSF), which significantly outperforms state-of-the-art heterogeneous face recognition methods.