The 68-year-old will make way at the Allianz Arena for Pep Guardiola in the summer and has said Saturday's match at Borussia Monchengladbach would be his last in the Bundesliga.
It will be followed by the Champions League final against Borussia Dortmund at Wembley and the DFB-Pokal final against Stuttgart as Heynckes, who said he was no longer interested in coaching abroad, looks to sign off with a treble.
"For me it will not be an easy game on Saturday, not a normal game," he told reporters.
"It will be my last Bundesliga game as coach. I grew up in Monchengladbach. It is a good game to prepare for Wembley."
Heynckes has also coached in Spain with Real Madrid, Athletic Bilbao and Tenerife and in Portugal with Benfica.
He added: "If I was 10 or 15 years younger I would think again about a position abroad. But I have to bear in mind that I am no longer the youngest.
"Clubs want generational change - you naturally don't get that with a 68-year-old."