cHeynckes' comments comes after Bayern were drawn with Napoli, Villarreal and Manchester City in Group A of the Champions League.
Bayern, who have an additional incentive to reach the final this season since the showpiece will take place in their own Allianz Arena, were among the top seeds in the draw, but had the misfortune of drawing arguably the strongest teams in each of the other three pots.
"This is the toughest group of the whole draw," said Heynckes on his club's website.
"I know Villarreal and Napoli very well and they are both absolutely top clubs.
"And you don't need to say too much about Manchester City - they have strengthened incredibly and really want European success with all of their might.
"Yes, we are in the most difficult group in the Champions League.
"We are going to be up against it in every game and will have to keep the concentration high for each match."
Villarreal goalkeeper Diego Lopez also acknowledged the quality of the teams awaiting his side in the group.
"It's the most difficult group in the history of the Champions League because the teams are from the strongest leagues in Europe," he said on the club's website.
"Manchester City were the opponent that nobody wanted from the third pot and we have got them.
"It will be nice to play games at incredible venues and against fantastic players. Any of the four teams could have been in the first pot. We all have a great level.
"As a footballer I feel happy to have the opportunity to play against these teams. Hopefully we can get through, but we know it's going to be very difficult. We are going to fight to achieve it."
Napoli coach Walter Mazzarri believes the draw was just reward for his team's hard work last season, when they finished third in the Serie A.
"It is obvious that we have not been lucky," said Mazzarri on www.sscnapoli.it. "I think this is the most difficult group there is.
"It is challenging, but it is also fascinating at the same time. To face teams of such quality is a further reward to the extraordinary campaign that we had last season.
"We will play against the strongest team in Germany and the strongest team in England at the moment considering the strong reinforcements Manchester City have made.
"We will also face one of the strongest teams in Spain.
"For us this Champions League should allow us to gain experience and continue to grow, especially at international level.
"However, this does not mean we will go with a loser mentality.
"We will fight game by game without thinking of the name and the strength of the opponents we face. We will give our all and we will see where that leaves us at the end."
AC Milan coach Massimiliano Allegri is confident his team will progress past the group stages despite being paired with Barcelona.
Allegri had hoped to avoid facing the defending champions in the early stages of the competition, but believes his team can still get the results needed to finish second in their pool.
The Italian champions were drawn in Group H alongside the three-time defending Primera Division champions, as well as BATE Borisov of Belarus and Czech newcomers Viktoria Plzen.
"We have gotten the strongest team but there are two other teams that we are capable of beating," Allegri said on www.acmilan.com.
"I truly believe that we have plenty of possibilities to progress to the next round."
Barca sporting director Andoni Zubizarreta said in Sport: "It's a very diverse group.
"The most well-known opponent are Milan. They are very powerful and they have a player like (Zlatan) Ibrahimovic.
"Of the other two teams, one is Czech and the other is Belorussian, they are new for us. They will allow us to see many things."
Inter Milan coach Gianpiero Gasperini is not expecting an easy time for his players after being drawn in Group B with CSKA Moscow, Lille and Trabzonspor.
"It's a challenging group but like all others," said Gasperini, who replaced Leonardo at the helm of Inter earlier this summer. "This is the Champions League.
"I know CSKA Moscow and Lille.
"I know little about Trabzonspor and we will have to study them thoroughly.
"But Turkish football always poses difficult rivals and it's not easy to play there.
"CSKA are considered the strongest team in Russia," he added. "Of all the Russian teams, they are the one that has most international experience.
"As for Lille, I faced them two years ago while coaching Genoa in the Europa League.
"Back then Lille were a team that were gaining experience and had great organisation.
"They went on to win the league title.
"Although they have sold some of their players, they still have a solid team with important individual talent."
Champions League Group Stage
|Group A||Group B||Group C||Group D|
|Bayern Munich||Trabzonspor||Manchester United||Olympique Lyonnais|
|Manchester City||LOSC Lille||FC Basle||Dinamo Zagreb|
|SSC Napoli||CSKA Moscow||Otelul Galati||Real Madrid|
|Group E||Group F||Group G||Group H|
|Valencia||Arsenal||Zenit St. petersburg||BATE Borisov|
|Bayer Leverkusen||Olympique Marseille||Shakhtar Donetsk||AC Milan|
|Racing Genk||Borussia Dortmund||APOEL||Viktoria Plzen |