Leverkusen head to the compact yet intimidating stadium lying third in the Bundesliga, seven points adrift of leaders Borussia Dortmund.
"St Pauli has an amazing atmosphere," said Heynckes. "However, I do remember once going there as coach of Bayern Munich and I had coins thrown at me.
"That was a new experience for me and I think I still have one of those coins in a cupboard somewhere."
Heynckes does not expect such an intimidating welcome tomorrow, although he is preparing his team for battle.
"My team is going to have to keep a cool head," he said. "I expect we will face very motivated opponents who will push us to our limit.
"We are definitely going to have to be at our best."
St Pauli have lost their last three games to slide down the table with just four points now separating them from the relegation zone.
And coach Holger Stanislawski believes his side will find it tough to end that run tomorrow.
"That is the best I have seen in attack so far," he told the Welt newspaper after attending Leverkusen's 3-1 win over Kaiserslautern last Sunday.
"The way they played is absolutely top class in the Bundesliga.
"A lot is going to have to happen for us to be able to beat Leverkusen."
He will not be able to count on forward Richard Sukuta-Pasu, who is on loan from Leverkusen until the end of the season, due to injury while another ex-Leverkusen player Deniz Naki is also unavailable.
Heynckes has Renato Augusto and Gonzalo Castro back in his squad, although he is unlikely to make any changes to the side which beat Kaiserslautern.