The Schalke chief believes the pressure is on the champions ahead of this weekend's derby, but insists that the title race is by no means decided yet
The reigning champions are currently trailing table-toppers Bayern Munich by nine points, but the 42-year-old feels his side's rivals are capable of yet another remarkable comeback.
"When you have a league title to defend, you're confronted with the table quite often. It can be a bit of a problem, of course, because any setback means the gap to the top gets bigger," Heldt told the club's official website.
"I expect Bayern Munich to win their game and then it wouldn't be easy for the reigning champions to get back on terms.
"On the other hand there was a similar situation last season. Everything was going so well for Bayern early on until all of sudden there was a big turnaround.
"So you can't write Dortmund off no matter how the game ends."
Saturday's match is scheduled to kick off at 15:30CET.