This paper investigates the adaptive output regulation problem for heterogeneous linear multiagent systems under randomly switching communication topologies. The switching mechanism is governed by a time-homogeneous Markov process, whose states correspond to all possible communication topologies among agents. A novel distributed adaptive cooperative controller is presented, where the dynamic compensators are utilized to estimate the exogenous signal for all the agents in mean square sense. The distributed control law is based upon the local information of agents, without using the global information of the communication topologies. Finally, illustrative examples are put forward to demonstrate the effectiveness of the given control scheme.