The German coach believes that the Bavarians will finally be able to beat the Bundesliga champions this season and hailed the importance of winning the cup
The Bavarian giants have lost both of their matches against Dortmund this season, but Heynckes believes that his side will finally be able to defeat Jurgen Klopp's men on Saturday.
"In such a game, many factors play a role," he told Goal.com. "We have thought a lot, of course, about how we can beat Dortmund. I am very confident.
"It would mean a lot to win this cup. I think we have to win tomorrow."
Heynckes then took the time to praise his Dortmund counterpart, saying: "Klopp has managed to integrate young players into the team.
"Dortmund's success is closely attached to Klopp's name."
Bayern lock horns with Chelsea on May 19 in the Champions League final, but Heynckes stressed that his players will be fully focused for the match against Dortmund.
"You cannot get the Champions League final out of the players' heads," he noted. "But the DFB-Pokal is a major goal of ours.
"We are focused solely on the match against Dortmund, then we will worry about the Champions League final."