The 43-year-old admitted that Draxler's head may have been turned by the kind of money being offered to him by other clubs, but praised the highly-rated teenager for not being swayed.
"If there are further transfer enquiries for Julian Draxler, I will be fair to those clubs and reject them in a polite way," Heldt told Bild.
"I have been a player myself but I have never been confronted with the money Draxler has during these transfer discussions.
"If I was him, to be honest, I would have thought things over, but he has made the right choice. It is great that he is staying at Schalke."
The German international, who has a £39m release clause in his contract, is expected to be hot property next summer, but Heldt warned that his departure is not set in stone.
"It is not guaranteed that he will be on the move next summer, but we are experienced enough to know that there will be further enquiries in the years to come," he added.
Draxler has won six caps for his country since making his debut for Schalke in a 1-0 defeat to Hamburger SV in January 2011.