His side currently sit top of the Bundesliga with 31 points out of a possible 36, and the coach is looking for his men to continue their solidity at the back when they travel to the Mestalla for the penultimate fixture of the group stage of the competition.
"A win will put us through to the next round, but it will not be easy," revealed Heynckes to Uefa.com.
"Valencia have great offensive players. Roberto Soldado is a brilliant player who I know very well, but they also have players like Jonas and Nelson Valdez. We are very strong defensively, but we have to be very careful."
The coach also sang the praises of midfielder Javi Martinez prior to the return to his homeland in the midweek match.
"We are very happy with Javi," Heynckes said. "We have to forget how much he cost and continue the integration process so he can play at the highest European level.
"His team-mates speak very highly of him, and the captain has acknowledged that it is the type of player that the team needed."
Whilst discussing the differences between the two nations' current standing in the footballing world, Heynckes hinted that he thought the Bundesliga had the upper hand over La Liga.
"There are several things that differ about the German and Spanish leagues," he began.
"The stadiums here are newer and friendly in Germany; the economic situation and the standard of the Bundesliga has improved a lot, and you can see that in the German clubs' Champions League and the Europa League performances.
"The atmosphere in German stadiums is great and they are almost always full."