The Bavarian giants' coach feels that Wednesday's game could have gone either way, and highlighted that his team dominated their opponents after the interval
The Bavarians desperately needed the full three points at the Signal Iduna Park in order to keep their title ambitions alive, but a single Robert Lewandowski strike helped Dortmund to victory as Arjen Robben missed a late penalty.
"We all but shut them out, so it was a tragedy when we conceded the goal. At the end of the day, we lacked the little bit of luck you need," Heynckes was quoted as saying on the official Bayern website.
"It was a classic game of two halves: Dortmund applied all the pressure in the first half and created good chances. Manuel Neuer made some great saves.
"We took command after the break, though, and dominated the game."
Bayern, who are now six points behind Dortmund at the top of the Bundesliga with just four games to go, resume league action on Saturday when they take on Mainz.