Baldock limped off with a hamstring injury in the 1-1 draw against Bristol City on Easter Monday and missed last weekend’s win over Cardiff.
Heckingbottom confirmed the right wing-back had not trained with the main group, but could still return to action later this week.
“We were pleased after we got the scan,” he said.
"We knew there was a bit of damage there but nothing significant. We expect him to be back with us, hopefully, for this game Friday.
"When it’s something he’s had previously this season you are fearing the worst. We have got away with that one, or just about as good as you could have hoped for.”
The Blades boss stopped short of confirming whether striker Billy Sharp is in a position to start in west London after he came off the bench against the Bluebirds.
The 36-year-old has scored 15 goals this season and was sorely missed in the five games he was sidelined before his return.
"Getting him them minutes was vital,” said Heckingbottom, whose side’s play-off fate is in their own hands with two games to go.
"We know how important he is. He’s the top-scorer. We want him.”
There are ‘one or two’ other potential injury issues within Sheffield United’s camp, Heckingbottom said.
“Flecky (John Fleck), has an ongoing issue which we’re managing and he’s managing.
"At this stage of the season you are never one-hundred per cent, but we’re managing our way through.”