The Bundesliga outfit, second to Bayern Munich in the German league, carry a 3-1 lead to Italy for the UEFA Europa League last 16 second leg.
Hecking said his team were only slight favourites to progress but feels they have nothing to worry about heading to struggling Inter.
"We're not afraid. We go into this game with respect - which is appropriate I think - but there is no fear because we know that we are good," he said.
"Before the match against Sporting [Lisbon in the last 32] I told you the chances were 50-50. And when we won the first leg 2-0 I said I would make it 51-49. It's the same thing this time.
"We brought along a good result and I think we have a slight advantage, like 51-49."
Wolfsburg may be 11 points behind Bayern in the league but they are also nine clear of third-placed Borussia Monchengladbach.
Despite having a UEFA Champions League spot for next season seemingly sealed, Hecking refuses to look that far ahead.
"It will be interesting to see how we can keep up with the level in that competition but actually I don't want to look forward this far because we haven't accomplished anything yet," he said.
"We haven't proceeded to the next round yet and we're also not yet qualified for the Champions League. It's too soon to look forward, we can do this after the season."
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