Quantum anomalous Hall effect (QAHE) has been experimentally realized in magnetically-doped topological insulators or intrinsic magnetic topological insulator MnBi$_2$Te$_4$ by applying an external magnetic field. However, either the low observation temperature or the unexpected external magnetic field (tuning all MnBi$_2$Te$_4$ layers to be ferromagnetic) still hinders further application of QAHE. Here, we theoretically demonstrate that proper stacking of MnBi$_2$Te$_4$ and Sb$_2$Te$_3$ layers is able to produce intrinsically ferromagnetic van der Waals heterostructures to realize the high-temperature QAHE. We find that interlayer ferromagnetic transition can happen at $T_{rm C}=42~rm K$ when a five-quintuple-layer Sb$_2$Te$_3$ topological insulator is inserted into two septuple-layer MnBi$_2$Te$_4$ with interlayer antiferromagnetic coupling. Band structure and topological property calculations show that MnBi$_2$Te$_4$/Sb$_2$Te$_3$/MnBi$_2$Te$_4$ heterostructure exhibits a topologically nontrivial band gap around 26 meV, that hosts a QAHE with a Chern number of $mathcal{C}=1$. In addition, our proposed materials system should be considered as an ideal platform to explore high-temperature QAHE due to the fact of natural charge-compensation, originating from the intrinsic n-type defects in MnBi$_2$Te$_4$ and p-type defects in Sb$_2$Te$_3$.