The Bavarians had lost their previous five games against the Bundesliga champions, but goals from Mario Mandzukic and Thomas Muller were enough to secure victory on Sunday as Robert Lewandowski's strike was nothing more than a consolation goal.
"Obviously, winning this game is a psychological boost. Overall we deserved to win, although it was hard-fought," Heynckes stated at a press conference.
"Especially in the first half we played very well with good organisation and huge discipline. We had some great moments when we attacked. We were inspired by the early goals.
"Dortmund worked up a head of steam in the second half, and we were not as well-organised and disciplined in defence.
"It was the Supercup, but it was still a pre-season game. Both teams can still improve."
Bayern start the 2012-13 Bundesliga game with an away match against Greuther Furth on August 25.