The Germans have a 2-1 lead from the first leg after beating Jose Mourinho's team at the venue of the final and Heynckes is optimistic that his side will be going back to the Allianz Arena to finish the tournament.
"Now we can travel to Madrid with confidence to tackle the biggest of challenges," said Heynckes.
"The team showed in the first leg we can play at the same level with them and we go to Madrid with a lot of confidence because we are in a position to score away from home.
"I am optimistic and so are my players."
Real Madrid host Bayern Munich in the Champions League semi-final second leg on Wednesday.