Heinen left the Ducks on July 29, 2021, by signing a one-year, $1.1 million contract with the Pittsburgh Penguins. Following the signing, he received praise from head coach Mike Sullivan who said: "He has the offensive instincts to think the game on a high level...I think he can play in the top-six if we need him to, but I think he'll also bring an offensive dimension to our top-nine if we need him to. I think he's going to be a real good player for us." While skating during training camp, Heinen skated on the right wing of their top line alongside Jake Guentzel and Jeff Carter. After attending their training camp, Heinen was named to their opening night roster against the Tampa Bay Lightning, and he scored his first goal that same night. Heinen continued to produce as the season continued and quickly began outpacing his teammates in goals per 60 minutes of 5-on-5 ice time. By April 2022, 14 of his goals had come at even strength, ranking him fourth on the team behind Guentzel, Sidney Crosby, and Bryan Rust.
