The 67-year-old says he will not reveal his next move until the expiration of his contract this summer amid reports of a return to the Bernabeu
The 67-year-old is set to be replaced by Pep Guardiola at the Allianz Arena this summer and although he knows about his next move, he promised not to reveal his future until his contract expires.
"I won't tell you what I will do after June 30," he told reporters.
"I look at that in a relaxed manner. I know what I will do and I've known it for some time. I never had an agent and the rumours from Spain is only what the media are writing“.
The German believes that Bayern are now among the best sides in Europe having beaten Barcelona 4-0 in the Champions League on Tuesday.
"It was a spectacular week in football. You can see how much the Bundesliga has caught up and that we are on the same level as Europe's elite," he continued.
"We enjoy our success with calmness and discipline. There is no room for arrogance with us. We always have to get our machine working against from scratch.
"I look forward to returning to Spain. I lived there for a while. And it is great for every player to play at Camp Nou."
Heynckes also said that his side are excited about the prospect of linking up with Mario Gotze of Borussia Dortmund, who will ply his trade for Bayern next season.
"We have lots of extraordinary players in midfield, and the team are happy about his transfer," he added.
"There are always new stories and rumours at Bayern. The players take it calmly. We know how to handle it."