  Quantum state transfer between microwave and optical frequencies is essential
for connecting superconducting quantum circuits to coherent optical systems and
extending microwave quantum networks over long distances. To build such a
hybrid `quantum Internet,' an important experiment in the quantum regime is to
entangle microwave and optical modes. Based on the model of a generic cavity
electro-optomechanical system, we present a heralded scheme to generate
entangled microwave--optical photon pairs, which can bypass the efficiency
threshold for quantum channel capacity in direct transfer protocols. The
parameter regime for entanglement verification is identified that is compatible
with realistic experimental settings. Our scheme is feasible given the latest
experimental progress on electro-optomechanics, and can be potentially
generalized to various physical systems.
