Leverkusen set a Bundesliga record for the longest unbeaten run in a single season when they drew 0-0 at home to Cologne last Saturday.
However, rather than celebrate the achievement, the team sometimes called Neverkusen, were left ruing two dropped points which allowed Bayern Munich to overtake them at the top.
Leverkusen visit struggling Nuremberg at the weekend hoping to regain the leadership as Louis van Gaal's Bayern, who are top for the first time in 18 months, have a tougher assignment at Cologne.
Bayern have 52 points from 24 games, two more than their rivals, with Schalke 04, who visit mid-table Eintracht Frankfurt, another two points behind in third spot.
"If we finished second but unbeaten, then we would still have had an exceptional season and we would qualify directly for the Champions League," Heynckes told the Bild newspaper
"We mustn't forget the type of team we have got in Leverkusen and the possibilities that Bayern have," added Heynckes, referring to the Bavarians' greater financial resources.
Leverkusen have never won the Bundesliga, but finished runners-up four times between 1997 and 2002.
In 2002, they famously lost a five-point lead in the closing stages of the Bundesliga and were beaten in both the Champions League and German Cup finals.
Heynckes, who was also in charge of Bayern when they set the previous record of 23 unbeaten Bundesliga games in 1988-89, added that he was not giving up.
"There are still 10 rounds of matches to go and it would be too early to talk about that now," he added.
"Furthermore, we still have to play at home against Bayern, Schalke and Hamburg."
Nuremberg are 16th in the 18-team table, occupying the relegation playoff spot.
Bayern will be missing Argentine defender Martin Demichelis for their visit to Cologne on Saturday after he was injured in his country's 1-0 win over Germany in Munich on Wednesday.
At the bottom, Hertha Berlin with 15 points, have a tough trip to fourth-placed Hamburg SV while Hanover 96, who are two points above in 17th, visit 15th-placed Freiburg hoping to end a run of nine straight defeats.
