imitative of laughter, Old English.
Ha ha and he he getacniað hlehter on leden and on englisc. [Ælfric, "Grammar," c.1000]
Examples from the Web for he-he
You write—blight, you will keep—cheap, your promise to write to me—he-he, to Augsburg soon—spoon.The Letters of Wolfgang Amadeus Mozart, Vol. 1|Wolfgang Amadeus Mozart
I shouldn't have been a Napoleon, but I might have been a major, he-he!Crime and Punishment|Fyodor Dostoevsky
By granny, I'm going to plug m' ears good with cotton when it comes off—he-he!Lonesome Land|B. M. Bower
But never mind, he'll make his mark someday—finger mark, you know, he-he!The Tragedy of Pudd'nhead Wilson|Mark Twain (Samuel Clemens)
If they cast themselves upon the beds, they are mine, he-he!Mighty Mikko|Parker Fillmore