Dortmund will welcome Wolfsburg to Signal Iduna Park having beaten Real Madrid and Bayern Munich in their previous two fixtures and Hecking reckons that form makes the home side favourites to advance to the DFB Pokal final in Berlin on May 17.
But those wins against Real and Bayern came straight after Dortmund defeated Wolfsburg 2-1 in the Bundesliga on April 5 - a match that Hecking's men could have won.
Wolfsburg had the better of the first half in Dortmund and deservedly hit the front through Ivica Olic, but the visitors were unable to hold off their hosts after the break with Robert Lewandowski and Marco Reus scoring the decisive goals.
"We proved in that game that we can hurt (Dortmund)," Hecking said.
"We want to try and make use of our chance now."
That result was Wolfsburg's only loss in six matches as they have stormed up to fifth in the Bundesliga.
The northerners thrashed Nuremburg 4-1 on Saturday to stay within a point of fourth-placed Bayer Leverkusen, who hold a qualifying spot in next season's UEFA Champions League.
Although Hecking has been happy with how his team are playing, he is wary of what Dortmund could do if Wolfsburg make too many errors on Tuesday.
"We've have seen all of Borussia Dortmund's recent games and, taking those matches into account, I think it's fair to say we are the underdogs going into this one," the 49-year-old coach said.
"BVB (Dortmund) played extremely well against Real Madrid and Bayern. We are in good form too though. We need to continue reducing the number of errors we make though because, at this level, it's often the little things that make the difference."
Wolfsburg expect 6,000 of their fans to make the trip south-west to Dortmund for the semi-final.
The winner on Tuesday will face either Bayern Munich or second-tier Kaiserslautern in the final next month.
Wolfsburg are expected to make just one change from the team that crushed Nuremburg on the weekend with Hecking indicating Marcel Schafer will replaced suspended defender Ricardo Rodriguez.
"Marcel always trains well and has just been unfortunate this season that Rici Rodriguez is in such exceptional form," Hecking said.
"Marcel recently had ninety minutes of action with the reserve team and the feedback was very positive."
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