A 0-0 draw at Steaua Bucharest, combined with Basel's win over Chelsea, saw the Royal Blues drop to third in Group E on Tuesday night.
They now need to beat the Swiss side in Gelsenkirchen on the final matchday to join Chelsea in the last 16, but Heldt has faith his side will be able to do that having enjoyed success in similar circumstances on the final day of last season in the Bundesliga.
Then, Schalke beat Freiburg 2-1 away from home to claim fourth place in the table and a place in the Champions League and leave their opponents having to settle for fifth spot.
"We saw that last season at Freiburg," Heldt said. "We were under an incredibly amount of pressure there and it was very intense on the final day of the season.
"But we came through it with flying colours, which is why I'm optimistic that we can do it in front of our own fans."
According to midfielder Julian Draxler, the results on Tuesday night have "not changed much" with victory at the Arena AufSchalke in a fortnight always part of the plan.
"We have a home game and a good chance of beating Basel," he told Sky television.