In order to improve their power efficiency and computational capacity, modern servers are adopting hardware accelerators, especially GPUs. Modern analytical DMBS engines have been highly optimized for multi-core multi-CPU query execution, but lack the necessary abstractions to support concurrent hardware-conscious query execution over multiple heterogeneous devices and, thus, are unable to take full advantage of the available accelerators. In this work, we present a Heterogeneity-conscious Analytical query Processing Engine (HAPE), a hardware-conscious analytical engines that targets efficient concurrent multi-CPU multi-GPU query execution. HAPE decomposes heterogeneous query execution into i) efficient single-device and ii) concurrent multi-device query execution. It uses hardware-conscious algorithms designed for single-device execution and combines them into efficient intra-device hardware-conscious execution modules, via code generation. HAPE combines these modules to achieve concurrent multi-device execution by handling data and control transfers. We validate our design by building a prototype and evaluate its performance on a co-processing radix-join and TPC-H queries. We show that it achieves up to 10x and 3.5x speed-up on the join against CPU and GPU alternatives and 1.6x-8x against state-of-the-art CPU- and GPU-based commercial DBMS on the queries.