The study of real-life network modeling has become very popular in recent years. An attractive model is the scale-free percolation model on the lattice $\mathbb{Z}^d$, $d\ge1$, because it fulfills several stylized facts observed in large real-life networks. We adopt this model to continuum space which leads to a heterogeneous random-connection model on $\mathbb{R}^d$: particles are generated by a homogeneous marked Poisson point process on $\mathbb{R}^d$, and the probability of an edge between two particles is determined by their marks and their distance. In this model we study several properties such as the degree distributions, percolation properties and graph distances.