He was seeking a fillip after being part of a Darlington side who lost to Peterborough United at Wembley in the Third Division play-off showpiece on May 26, 2000.
Watching his boyhood club lose out on TV in the First Division final to more East Anglian opposition in Ipswich Town at the same venue three days later made him feel even worse.
It goes without saying that he is anxious to avoid an unwanted Wembley treble tomorrow.
Heckingbottom said: “We had been beaten with Darlington on a Friday night and it was flat and dead (afterwards) and everyone just let off some steam.
“A few of us flew out to Ayia Napa on the Saturday and on the Sunday, we watched Barnsley play. So I was gutted again.”
That represents the bad side of Heckingbottom’s play-off odyssey alongside an unfortunate experience at the start of his career with Scarborough in 1997-98 when they lost to Torquay United in the Third Division semi-finals.
But there have been plenty of good moments besides, although his two most memorable experiences in being promoted via the end-of-season lottery to the second tier with the Reds 10 years ago and Sheffield Wednesday in 2004-05 were both played at Cardiff’s Millennium Stadium.
It is fair to say that success in tomorrow’s League One final with Millwall would probably eclipse any previous play-off high he has sampled.
The 38-year-old from Royston, seeking to lead Barnsley to Wembley glory for the second time in just under two months, said: “My first play-offs were with Scarborough while on loan from Sunderland.
“We lost in the semi-finals; I had got a stress fracture in my foot and was desperate to play, but actually broke it in the warm-up to the second leg.
“That was not good and then we got beat at the old Wembley with Darlo and then the next two were both wins. I have done the lot and am a massive fan of the play-offs – the players here will understand what I mean now. The best part of my playing career was winning this play-off final with Barnsley.
“To go and do it again would be unbelievable. As you get older and your role changes, your perspective on it all changes and you probably think about it less selfishly and you think of the bigger picture and what it means.
“It would be absolutely huge and top off an absolutely unbelievable season.”