Wenger faces the prospect of enduring an eighth consecutive season without silverware after Blackburn became the second lower division club this season to end the Gunners' hopes of domestic cup success.
In the wake of Saturday's embarrassing 1-0 FA Cup reverse, and with his side well out of the Barclays Premier League title picture, Wenger's last remaining hope of a trophy is the Champions League.
Standing in their way, however, are Heynckes' German giants.
Last season's runners-up are one of the favourites to return to the final this year after streaking 15 points ahead in the Bundesliga.
That they have done so without conceding a goal so far in 2013 has made the last-16 first-leg tie at Emirates Stadium all the more daunting for Wenger.
The Frenchman revealed signs of that pressure in a tetchy press conference this morning.
Across London the mood was far more considered as Heynckes, in the plush surrounds of the ballroom at the Landmark Hotel, offered his thoughts on his under-fire rival.
"You have to take into consideration that Arsenal are competing with teams like Chelsea, Manchester United and Manchester City," he said.
"The way I see it, over the years they have been selling their best players whereas the other teams get in these world stars.
"If you have to compete with that I don't think it is fair to blame Arsene Wenger.
"Wenger is a great coach. You see the way his teams play.
"Arsenal has a lot of tradition and history. They play attractive football.
"If you take away the game against Blackburn they have been very positive. They're fifth in the league. They will be a very difficult opponent for us tomorrow [Tuesday]."
Heynckes is, of course, no stranger to the pressures associated with leading a big club after two seasons with Bayern.
The 67-year-old took the Bavarians to the Champions League and DFB-Pokal finals last year without wining either.
They were also pipped to the Bundesliga by Borussia Dortmund and Heynckes, who will hand over the reins to Pep Guardiola in the summer, revealed he had been forced to change his team's style to rediscover success.
"Last season we had a great season, but if you are Bayern Munich if you do not win the title it is simply not enough," he said.
"Two years at Bayern Munich without a title - you have to do something about that.
"This season we've changed a few things around. We've improved in defence and our switching of the play.
"What is very important for me is that all players have learned they must defend and attack.
"The players have the motivation. They have a hunger for success. That is an important factor for us moving forward."
Heynckes repeatedly spoke about the desire of his side following the heartbreak of last season's penalty shoot-out defeat to Chelsea.
He believes it has fired their resurgence this term and warned Wenger that, for all his goodwill, his side believe they can head back to the Allianz Arena with an advantage in the tie.
"We've shown this already in the league, cup and Champions League that we have this desire," said Heynckes, who is set to be boosted by record-signing Javi Martinez's return from injury tomorrow [Tuesday].
"You have to have that. We will need to defend like we have tomorrow.
"Arsenal is a very good team especially going into attack. We are going to have to stand strong and then work our way forward.
"I don't have a result that I wish for but I do believe that if we play to our capability then we can win here."