The 37-year-old scored a stunning first goal for the club, but his efforts were not enough to stop the former England international from having the last laugh
The 37-year-old made it 1-1 with a trademark free-kick to cancel out Ryan Griffiths' 12th minute effort, but the visitors soon hit back through Heskey's close-range strike.
Craig Goodwin gave the Jets a two-goal buffer with a chipped effort just after the hour mark, before Blake Powell pulled a goal back for Sydney and made it 3-2. But the visitors managed to hold off the hosts' onslaught in the closing stages to claim all three points.
Del Piero joined the Australian outfit on a free transfer in September and will no doubt be pleased with his strike, but former England striker Heskey left the happier of the pair with a goal and the three points.