Pulling db from heroku to local db

Question

I am trying to pull my pg database on heroku into my local development database. I am running

heroku pg:pull HEROKU_POSTGRESQL_URL LOCAL_POSTGRE --app MY_APP

Unfortunately I get :

pg_dump: server version: 9.5.4; pg_dump version: 9.4.5
pg_dump: aborting because of server version mismatch
pg_restore: [archiver] input file is too short (read 0, expected 5)

What's going on ? How can I fix that ?