Will hosting my site images on another host have negative effects on my SEO?

hey guys
i have a question about image hosting seo
so have to host :
1-mysite.com
2-cdn.mysite.com
first one is my main host which my site is currently running with wordpress
but have limit host space
2nd host is my download host (i dont know what should i call it cdn, ftp, remote)
i usually upload big files here to avoid running space in my main host.

now i want to connect wordpress media upload to my 2nd host so my site image load from this link : cdn.mysite.com expect mysite.com
but i heard and now wonder is hosting my site images on another host have negative effects on my host seo ?
(sorry for bad english)