There are three germ layers to the trilaminar embryo; the middle layer is the mesoderm. This layer forms in the body as connective tissue and muscle. Connective tissue "support" the body and include: areolar connective tissue, osseous tissue, hyaline cartilage, blood, adipose tissue and fibrous connective tissue. In other words, connective tissue can be loose connective tissue, bone, cartilage (in joints, respiratory tract, and immature skeleton), blood, fat, and dense connective tissue.
Mesoderm also form epithelia of blood vessels, lymphatic vessels, body cavities, kidneys, ureters, gonads (sex organs), genital ducts, adrenal cortex, etc.
Answer: So the heart, lungs, and internal sex organs are derived from the mesoderm.