A hemizygous gene is any gene which is present as only one copy in a diploid genome, when most other genes in the genome are present as two copies.
The genes on the sex chromosomes of members of the heterogametic sex of a species are all hemizygous genes (for example, in humans, males have hemizygous genes on their X and Y chromosomes because they do not have two copies of either of those chromosomes).
This writeup is based on work I did for the science dictionary at http://biotech.icmb.utexas.edu/