Former Barcelona goalkeeper Victor Valdes is training with Manchester United as he recovers from a serious knee injury.
Crystal Palace defenders Damien Delaney and Joel Ward have yet to agree new deals at the club.
The Gunners were linked with the 31-year-old throughout the summer as Arsene Wenger looked to bolster his forward line, but contact was never made.
And Heldt has moved to quash talk of his talisman leaving the Ruhr club any time in the near future.
"We have not been receiving any transfer enquires from Arsenal or any other club for Klaas-Jan Huntelaar," Heldt told kicker-Sportsmagazin.
"Huntelaar is a fixture at our club.
"We are definitely able to imagine signing a new contract with him.
"There is no doubt he is a top quality player and a true role model.
"He is ambitious, determined and truly hungry for success."