The Danes, who reached the 1/8-finals of the Champions League last year, have their backs to the wall following their 1-2 defeat in Copenhagen against the Bundesliga-side a week ago and Neestrup insists the Danes must force the game into being played on their terms if they are to have a chance of staging a comeback against Franck Schmidt's men.
"It is not an advantage for us if the match becomes open", said Neestrup at the press conference ahead of the match.
"In the first match, we were best in the first half, and although the first 12-15 minutes of the second half were not perfect, they were good. Our mistake was that when Heidenheim equalised, we opened up the game too much, so it became a 50-50 game."
"And when that happens, a Bundesliga team will be better than FC Copenhagen, because they are better at using the space, where the Danish Superliga is more compact with tight marking", said Neestrup.
The Copenhageners need at least a two-goal win to advance to the round of 16 of the tournament and that could easily force them into a situation where they need to push more men forward with the increased risk of conceding goals.
"It is a disadvantage to be behind by a goal from the first game, but regardless of whether we had won the first game or played a draw, the result does not change how we approach the return game from the start. But if chances and goals don't come our way as the match progresses, then we may have to risk more, but not from the first minute", says Neestrup.
FC Copenhagen will have to without the support of their passionate fans in Germany as UEFA in the wake of their Conference League match in Vienna in the autumn where large amounts of pyrotechnics were let off in the away section, posed a 40.000 EURO fine on the club and banned away fans from attending the match in Heidenheim.
The match kicks off at 18.45 CET