Heckingbottom, who guided the Blades to a fifth-placed finish after taking over in late November when they were sixteenth, is a veteran of five play-off campaigns.
Four of them took place during his 17-year playing career.
The first occasion was back in 1998 in the old third division with Scarborough, when the 44-year-old was just 20.
"That was my first league loan,” former Manchester United trainee Heckingbottom told The Star ahead of Saturday’s semi-final first leg at home to Nottingham Forest.
“In the second leg we travelled down from Scarborough to Torquay on the day...brilliant.
"Then I broke my foot in the warm-up.”
Already trailing 3-1 from the first match, the Seadogs’ near-350-mile trip home was made all the more miserable by a 4-1 thrashing in the semi-final second leg.
Injuries would bite once more two years later, again in the Third Division play-offs, this time in the final while playing for Darlington.
"The Darlington one was good because it was a big season for me in terms of playing all the games,” added Heckingbottom, who later moved to Norwich City.
"Again, I was carrying an injury towards the end and I ended up coming off in that final and I needed an operation”
Despite a successful season for the young left-back, there was to be more play-off misery as Darlington were on the wrong end of a 1-0 defeat to Peterborough despite being ‘the better side by a mile’ in the first half, in the view of then Posh boss Barry Fry.
Peterborough scored just six minutes after Heckingbottom left the field – something he would probably be keen to point out as a former defender.
Still, it wasn’t all bad.
"They’re big occasions, it’s what you play for,” he said.
"I’m still friends with loads of the players in that team and that’s what tends to happen when you get a good group and you are successful, you end up keeping in touch.
"Every one of them was different. They are all good campaigns, good seasons, real characters in and around each squad. They’re enjoyable.”
‘Promotions are what it’s all about’
Five years passed before Heckingbottom was involved in another end-of-season showdown.
This time promotion, rather than heartbreak, was the end result.
The team? Sheffield Wednesday.
Moving on quickly, one year later he was promoted again with Barnsley – and repeated the feat with the Tykes 10 years later as their caretaker manager.
"I think it helps having done both,” Heckingbottom added.
"You don’t forget them. Promotions are what it’s all about.
"You might have big moments individually as a player but winning things are what it’s all about.”
Sheffield United have have a dismal play-off record and have been beaten in all of their previous eight campaigns.
But Heckingbottom says he doesn’t care. And why would he when he’s on a winning streak and this is a completely different group of players, unaware of the past and unscarred by it?
United fans will be pleased to know feels being promoted as a manager is better than it ever was as a player.
"It’s different being in this chair,” Heckingbottom said.
“Everything is on you, everything is your fault, so I think you get more satisfaction or pride."