The Bavarians boss has brought the club to the edge of an unprecedented treble this season - the Bundesliga title is in the bag, they have reached the DFB-Pokal final and they can be crowned kings of Europe this weekend.
However, he will be replaced by former Barcelona manager Pep Guardiola in the summer and as such has looked at the game in London against die Roten's familiar German adversary as his final chance to lift the Champions League trophy.
"Last Saturday was my last Bundesliga match as a coach and tomorrow will be my last opportunity to hold one of these trophies in my hands," he claimed to reporters on Friday.
Heynckes believes that the final, being held at Wembley to celebrate the 150th anniversary of the FA, should be truly special and believes his Bayern side can beat Dortmund on Saturday as long as it plays as a team and not as individuals.
"Wembley is a place with tradition in English, European and international football," he added. "And that's a particular incentive to players to be in such a venerable location for a Champions League final. I think the atmosphere is going to be unique.
"I've always tried to think positively - I know what my team can achieve. I said that before Juventus, and before Barcelona when we weren't the favorites.
"I've always thought we could win this competition. We have an extraordinary team and they play as a unit. If we can draw on that tomorrow, we're going to win the match."
Bayern reached the final by beating Juventus 4-0 on aggregate in the quarterfinals and Barcelona 7-0 over two legs in the last four.