Sanches has recently been dropped from the starting XI and, amid rumours that Swansea want to offload him, Heynckes says Bayern do not want him back yet.
"I assume that Hasan Salihamidzic [Sporting Director] talked to him on the phone," Heynckes told Bild. "I'm surprised. I'm not worried about getting him back to Bayern.
"You also have to see if that makes sense. In midfield, we have no need."
Sanches is yet to provide an assist in 512 minutes of Premier League football.