The Bavarians will take a slender advantage with them to the Spanish capital, with Mario Gomez having netted with a late winner at the Allianz Arena
The Bavarians defeated Los Blancos 2-1 at the Allianz Arena on Tuesday night, with Mario Gomez scoring a late winner after Mesut Ozil had cancelled out Franck Ribery's first-half opener.
Buoyed by Gomez's last-gasp strike, Heynckes is now optimistic that the Bundesliga giants can finish the job in the Spanish capital on Wednesday week, provided they play their usual game.
"You don't win easily against Real," the Bayern boss told Sat1 after his side's first-leg success. "We wanted to play with passion and we've done it.
"I'm very happy with the overall performance of my team. You've seen the strength [of character] after it went 1-1.
"We now have to play in the Bayern way in the return leg too. They players know we will score in Madrid but we have to find the right balance between offence and defence."
Midfielder Bastian Schweinsteiger only lasted an hour of the game in Munich as he continues to work his way back to full fitness and reacted badly to his substitution.
However, Heynckes is in no doubt that the Germany international will have a much greater influence on the second leg.
"My players are not happy when I take them out of the game," the former Madrid coach admitted. "I have to live with that.
"He has played well but he can play an hour on Saturday [against Werder Bremen] and in Madrid he'll be the old Bastian Schweinsteiger."
While Bayern face a trip to the Weserstadion this weekend, Madrid will be taking on La Liga rivals Barcelona at Camp Nou.