There had been reports that Swansea and Bayern were in talks to terminate their loan agreement but Heynckes played that down and stated he is still full of belief in the 20-year-old's ability.
Heynckes said: "I have talked to Hasan Salihamidzic [Bayern's sporting director] over the last few weeks about our players on loan and that we have to take good care of them.
"Like [Serge] Gnabry at Hoffenheim or Sanches at Swansea. I assume that he talked to him on the phone, but there were no talks about getting him back now in the winter. So that rumour surprises me.
"I consider Sanches a great talent, truly. But talent is one thing - the others are daily work, discipline, integration and being a team player.
"The young people have to be led and supported. And sometimes you have to do that forcefully."