The veteran coach was responding to media reports over a possible transfer of the midfielder, which Heynckes dismissed as “pure speculation”.
“Certainly, there’s been no contact between the clubs,” Heynckes said at a press conference at the Aspire Zone in Doha where the Bundesliga leaders are on a winter training camp.
“It’s just speculation. Arturo Vidal is very motivated, he’s a top player and we need him at his very best if Bayern is to play well.”
He added: “We won’t sell any players in the (transfer) window.”
Media reports in Britain and South America had linked the 30-year-old with a move to London in order to reunite with Chelsea coach Antonio Conte, who he played under at Juventus.
But Heynckes ruled out any such move.
Bayern, who lead the Bundesliga by 11 points from Schalke 04, arrived in World Cup 2022 host Qatar on January 2.
They will play a friendly against Qatari league side Al-Ahli later on Saturday before returning to Germany on Sunday.
Bayern resume Bundesliga duties on January 12, when they play away to fourth-placed Bayer Leverkusen.
Heynckes, 72, is in his fourth stint at the club after Karl-Heinz Rummenigge and president Uli Hoeness turned to their 2013 treble-winning coach following the dismissal of Carlo Ancelotti in September last year.
Bayern promptly won nine of their ten following matches.
English champions Chelsea have already been busy in the January transfer window, snapping up Ross Barkley from Everton for a fee, reported to be in the region of £15 million ($20 million, 17 million euros).
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