Schalke 04 director of sport
Dortmund has won the Bundesliga two years in a row but remains 51 places behind Schalke in UEFA's club rankings.
Dortmund was knocked out in the group stages of the Europa League two years ago before finishing bottom of its UEFA Champions League group last season and Heldt has reminded his club's neighbour of its inferiority in
"If you look at how we have got on in
"They deserved to win the league, but we want to get closer to the two teams ahead of us."
Both Westphalian sides will be participating in the Champions League this season after Schalke finished third behind Dortmund and Bayern Munich in the Bundesliga last term, and Heldt believes his side has nothing to fear.
"I think there are lots of people who would wish for a team like Schalke's," he told the Bild newspaper.
The Royal Blues go into the 50th season of the Bundesliga without having ever won the title.
Hoffenheim claimed a vital 3-1 win against second-tier Kaiserslautern in the first leg of the Bundesliga play-off.