To improve national security, government agencies have long been committed to enfor cing powerful surveillance measures on suspicious individuals or communications. In this paper, we consider a wireless legitimate surveillance system, where a full-duplex mu lti-antenna legitimate monitor aims to eavesdrop on a dubious communication link between a suspicious pair via proactive jamming . Massive Multiple-Input Multiple-Output (MIMO), small cell, and full-duplex are pr omising techniques for future 5G communication systems, where interference has become the most challenging issue to be coped with. In this paper, we provide an interference coor dination framework for a two-tier heterogeneous network (HetNet) that consists of a massiv e-MIMO enabled macro-cell base station (MBS) and a number of full-duplex small-cell base stations (SBSs). For each scenario, the optimal jamming power is derived in closedform and efficient algorithms are obtained for the optimal transmit/receive beamforming vectors. Moreover, low-complexity suboptimal beamforming schemes are proposed for the MIMO case. Our analytical findings demonstrate that by explo iting multiple antennas at the legitimate monitor, the eavesdropping non-outage probabili ty can be significantly improved compared to the single antenna case.