Hecking's side will travel to sixth-placed Leverkusen on Saturday looking to stretch their unbeaten run in the German league to nine games.
That run has taken Wolfsburg to second in the table, eight points behind leaders Bayern Munich but although they have a nine-point gap over Leverkusen, Hecking does not believe there is much difference between the two teams.
"I think we should not talk every week about who is favourite," the 50-year-old said at a media conference.
"Sure, if you have a look on the table it seems that we are the favourite but every match has to be played first. If we're thinking we're the favourite and run less one metre, then the favourite position will move very fast [to Leverkusen].
"But that's not how we're thinking. We will sharpen our senses.
"We like the hymns of praise that [we] are totally entitled [to] but they should not take us away from the route. The biggest danger is to make mistakes by our own."
Leverkusen lost 2-1 at Werder Bremen last week to drop to sixth, two points behind fourth-placed Augsburg, who sit in the Bundesliga's final qualifying berth for next season's UEFA Champions League.
Roger Schmidt's men have won just once in their past four league games, while they have not tasted victory in three matches at home.
Hecking claimed he is wary of a potential response from Leverkusen, although he is excited by the opportunity to take on one of the Bundesliga's leading clubs.
"Leverkusen under a bit of pressure. They have to show that they won't lose contact with fourth place and the qualification for the Champions League," Hecking said.
"So the match will be a very interesting challenge for us. These are matches which are the cherry on the cake. I'm looking forward to this comparison."
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