Huntelaar, who has scored 98 goals in just 152 appearances for Schalke since joining the club from AC Milan in 2010, has been linked with a number of European clubs in recent months.
However, Schalke are hoping that they can avoid losing the 31-year-old, whose current deal expires at the end of the season.
"I am able to confirm a chat with Klaas-Jan Huntelaar," Heldt revealed to German newspaper Bild.
"It was a good conversation. Both parties have signalled a basic interest in a new agreement to carry on together in the future."
Huntelaar scored the winner in Schalke's 1-0 victory over Augsburg on Friday night.