The 'heavenly beings of the Brahma-world' inhabit the first 3 heavens of the fine-material world, (rūpaloka), corresponding to the 1st absorption (jhāna, q.v.).
The highest ruler of them is called the Great Brahma (Mahā-Brahmā).
With caustic humor he is said (D. 11) to pretend:
"I am Brahma, the Great Brahmā, the Most High, the Invincible One, the Omniscient One, the Ruler, the Lord, the Creator, the Maker, the Perfect One, the Preserver, the Controller, the Father of all that was and will be." Cf. deva (II. 1-3).