Heynckes replaced Carlo Ancelotti in October after Bayern made a stuttering start to their title defence, quickly turning the season around to lead the German champions to the top of the table and the brink of the Champions League quarter-finals.
And while the veteran coach only signed a contract until the end of the season, Muller - captain in Manuel Neuer's absence - says the Bayern players are happy with the 72-year-old and his coaching methods.
"What makes [Heynckes] special is his intensity, how he talks to us and what he demands from us," Muller told Omnisport.
"He has got a superb manner – if I can compare it with the muscles: [he can have either] tension and relaxation. He can demand something from us, but simultaneously fool around, tell funny jokes and laugh with us.
"He gives us freedom but, on the playing field, he demands absolute discipline and absolute motivation from us. He does this with an intensity which is quite impressive.
"If I only think of his speeches ahead of the Bundesliga matches, with this huge gap between us and the second he could say to us, 'I will just write the names of the starting XI on the board and then we start to play'.
"But he is demanding of us in all of his speeches. You have to give him credit for this. Our team absorbs this very well. You get the feeling that the team have come to terms with his management style."
With Heynckes revealing last week that there had been no decision made on his future as he refused to confirm his retirement, the Bayern players do not yet know who will be their coach next season.
But Muller insists they have no reason to become distracted.
"Of course you are faced with that [uncertainty]," he said. "However, we are so focused on our current situation.
"If you want to look out beyond your own nose, there is a World Cup after the season. But the new Bundesliga or club season is so far away, so it does not yet play a part in our daily thinking."