Metastasis is a multi-step process that is critically affected by cues from the tumor micro-environment (TME), such as from the extracellular matrix (ECM). The role of the ECM in the onset of metastasis, invasion, is not yet fully understood. A further complicating factor is that the ECM in the TME is mostly heterogeneous, in particular presenting a basement membrane (BM) directly enveloping the tumor, which acts as a barrier to invasion into the surrounding stromal ECM. To systematically investigate the role of ECM in invasion, appropriate in vitro models with control over such ECM heterogeneity are essential. We present a novel high-throughput microfluidic approach to build such a model, which enables to capture the invasion of cancer cells from the tumor, through the BM and into the stromal tissue. We used a droplet-maker device to encapsulate cells in beads of a primary hydrogel mimicking BM, Matrigel, which were then embedded in a secondary hydrogel mimicking stromal ECM, collagen I. Our technology ultimately provides control over parameters such as tissue size, cell count and type, and ECM composition and stiffness. As a proof-of-principle, we carried out a comparative study with two breast cancer cell types, and we observed typical behavior consistent with previous studies. Highly invasive MDA-MB-231 cells showed single cell invasion behavior, whereas poorly invasive MCF-7 cells physically penetrated the surrounding matrix collectively. A comparative analysis conducted between our heterogeneous model and previous models employing a single type of hydrogel, either collagen I or Matrigel, has unveiled a substantial difference in terms of cancer cell invasion distance. Our in vitro model resembles an in vivo heterogeneous cancer microenvironment and can potentially be used for high throughput studies of cancer invasion.