The 55-year-old was relieved of first-team duties at Tynecastle last Thursday after a torrid start to the Premiership season leaves the Jambos in 11th.
Heckingbottom says Levein won’t accept any pity from his Leith rivals.
He told the Scotsman: “There is a mutual respect for the job we’re doing, because we know how difficult it can be. We’ve come across each other a few times, doing some charity work and playing against each other, and we get on great.
“But I wouldn’t imagine he would want my sympathy. We got into this job knowing what it is and nobody would be sitting here if they didn’t enjoy it.
“Not every bit of it is enjoyable but there is satisfaction to be had from the challenge, from knowing that you’ve given everything in a tough job. Craig has been through this before, he’s had big success before and this bit is just part and parcel of the game.”
Heckingbottom is understanding of Hearts’ Levein situation
As with any manager at any club, you either go into the job and leave as a success or you’re sacked, maybe even given the luxury to walk before you’re pushed.
It’s the harsh reality of a football manager and Heckingbottom knows this all too well. He left Barnsley on a high but in his next job at Leeds, he was chased out the door.
That’s why Heckingbottom can understand and perhaps on a personal level sympathise with Levein. He knows exactly how Levein will be feeling at the moment.
There is respect between the pair and Heckingbottom, on some level, may feel a bit sorry for Levein after watching one of his fellow managers face the axe.