Bayern ended the last two seasons empty-handed and had also lost their previous five encounters with Dortmund.
A 2-1 win at the Allianz Arena was therefore just what the doctor ordered, according to Heynckes.
"Psychologically it is obviously good to have won," he said. "It was a test of where we are."
Bayern shocked Dortmund with two early goals and their win was never in doubt, even when Robert Lewandowski pulled a goal back midway through the second half.
"Congratulations to Bayern, it is a fair result," said Dortmund's coach Jurgen Klopp.
"Bayern were streets ahead of us early on because we were not awake."
The only negative aspect for Bayern was an injury to their goalkeeper Manuel Neuer, who has pulled out of the Germany squad to face Argentina on Wednesday after taking a knock to his pelvis.
He is also a doubt for Bayern's first competitive game of the season in the first round of the DFB-Pokal against Jahn Regensburg next weekend.