Already crowned Bundesliga champions, Bayern warmed up for Wednesday's first leg by cruising to a 3-0 win at Hannover, a game which allowed Heynckes to rest the likes of Mats Hummels, Joshua Kimmich, Robert Lewandowski – who appeared as a second-half substitute – and Franck Ribery.
They host Madrid but have had significantly less time to focus on the game, given Zinedine Zidane's men were last in action on Wednesday.
"You never know if it [Madrid's extra preparation time] is something important," the veteran coach said.
And Heynckes reminded his players that concentration is a must over the next couple of days.
"The most important thing at the moment is the psychology," Heynckes told reporters after Saturday's game.
"It is key that everyone is already fixed on the Madrid game, that we only think and focus about that.
"The truth is that it was very important to win before playing the Champions League, it always is.
"We are used to playing every three days for a long time, the important thing is that the players want to play always and be prepared.
"It is vital that they want to be on the pitch to show me that they want to play."