The German coach gave little importance to reports suggesting he will leave the Bavarians in the summer and added that he plans to honour his contract
German sources had suggested that the 67-year-old could leave the Allianz Arena after failing to guide the Bavarian giants to a single trophy in 2011-12.
However, Heynckes says that he is looking to see out his contract with Bayern and admits he is already planning for next season.
"I have a contract until 2013 and I do not know why you are talking about my future," he told Kicker.
"You can be sure that I know what to do."
Bayern president Uli Hoeness had already expressed surprise at the reports about his coach.
"Why should he go? He has a contract. He will remain in any case," he told Bild.