The 25-year-old Bayer Leverkusen midfielder says he rejected the opinion of his team-mate because the location of the dead-ball was "too tempting" not to go for goal
The match looked to be heading for a draw after Carlos Vela had cancelled out an earlier strike from Simon Rolfes, before the 25-year-old's stunning 92nd-minute free kick secured his team their first three points in the campaign.
However, Hegeler has said that the outcome might have been different had he listened to his team-mate, who instructed him to use the dead-ball opportunity to cross rather than shoot.
"Before the free-kick I had a little discussion with Stefan Kiessling," he told reporters. "He told me to cross it because I had not converted the first one, so I was unsure.
"But the position was simply too tempting and I decided to shoot and it turned out to be the right decision.
"I believe it was important for us to win the match. If the game is decided this late, the joy is even greater and that is why we are so happy about the three points."
Sami Hyypia's men lie third-placed in Group A, one point adrift of Manchester United and Shakhtar Donetsk, whom the Germans host on October 23.