The Royal Blues lead the Breisgau-Brasilianer by one point and must avoid defeat to their league rivals to book their place in the play-off round of Europe's elite club competition next season.
The club's general manager spoke of his optimism ahead of the do-or-die clash, claiming that the side must only think about their own fortunes rather than consider Freiburg as rivals for a top-four finish.
"I’m in a very optimistic mood for the trip to Freiburg and I’m confident we can come out on top in the game," he told Schalke's official website.
"If anybody had said to me weeks and months ago that it would be all down to us to finish fourth on the last day of the season then I would have signed up for that straight away.
"We don’t have to rely on the results from other games. Of course, we could have wrapped it up against Stuttgart.
"On the other hand, we’re in a final showdown while other clubs aren’t. There are a few clubs in the Bundesliga who would love to be our position.
"I’ve got a lot of respect for our opponents. Freiburg have been great this season. But I’m not worried as the pressure’s on Freiburg as much as it is on us. They are also in with the chance of qualifying for the Champions League.
"Obviously, we would have preferred to play at home. But this season we’ve proved often enough that we can handle the pressure away from home."
Heldt added his frustration at Schalke's inconsistent campaign, adding that activity in the summer transfer window will depend on whether or not they can secure a top-four berth.
"I’ll only be able to give a final verdict after matchday 34 – and that’s just around the corner. We’ll definitely look at, and analyse, the current campaign and then identify what worked and what didn’t," he added.
"We’ve got to aim to achieve more consistency in terms of results. Unfortunately, we’ve thrown away good results from time to time.
"Of course, we should always aim to be as close to perfect as possible. We’ve still got a lot of work to do. Regardless of where we finish at the end of the season, we’re obviously considering where we can and want to make changes.
"Qualifying for the Champions League would certainly be a big help in taking decisions. Failing to qualify wouldn’t be a disaster but I want to emphasise again that the Champions League is the competition we want to be in."