Draxler has enjoyed another promising season for Schalke and the 19-year-old impressed during the club's run to the last 16 of the Champions League.
Reports in Germany have suggested that Chelsea and Manchester United, along with Italian giants AC Milan and Inter Milan, are interested in the midfielder.
The Germany international has a further three years left on his contract and Heldt is eager to make sure that Draxler is happy at Schalke.
"Julian Draxler is under contract at our club and he is an important player," Heldt told BILD.
"We want to keep him at our club for as long as possible. It's our obligation to ensure he feels fine being with us.
"From our point of view, it would be helpful to win a berth in the UEFA Champions League for next season. This would be a boost!"
Schalke are currently in the final Champions League spot in fourth spot in the Bundesliga, but are only above fifth-placed Eintracht Frankfurt on goal difference.