By ESPNSTAR.com staff
Reports emanating from Germany earlier in the week suggested the 67-year-old could be on his way out of the Allianz Arena this summer after a campaign that promised so much but ended without silverware.
Bayern lost out to Borussia Dortmund in both the league and the final of the DFB-Pokal, before succumbing to Chelsea on penalties in a UEFA Champions League final they had dominated.
However, Heynckes has insisted he is fully committed to Bayern for at least another season.
"I have a contract until 2013 and I do not know why you are talking about my future," he told Kicker.
"You can be sure that I know what to do."
Bayern president Uli Hoeness also reiterated the club's faith in the ex-Bayer Leverkusen boss.
"Why should he go? He has a contract. He will remain in any case," Hoeness told Bild.
Heynckes is currently in his third spell in charge of Bayern and led them to consecutive Bundesliga titles from 1988 to 1990.