A general covariant local field theory of the holographic dark energy model is presented. It turns out the low energy effective theory of the holographic dark energy is the massive gravity theory whose graviton has 3 polarisations, including one scalar mode and two tensor modes. The Compton wavelength is the size of the future event horizon of the universe. The UV-IR correspondence in the holographic dark energy model stems from the scalar gravitons strong coupling at the energy scale that marks the breaking down of the effective field theory.