Trailing to a fifth-minute Rodrigo Palacio strike, Wolfsburg hit back quickly through Naldo's header, which was spilled by Inter goalkeeper Juan Pablo Carrizo.
And the home side took control in the second half as two Kevin De Bruyne goals within a 10-minute spell consigned the three-time winners to a miserable evening, giving Inter coach Roberto Mancini an uphill task in next week's second leg.
Hecking, who saw Wolfsburg win for the seventh time in nine outings, felt his team improved as the game wore on and believes their counter attacking style is suited to next week's challenge.
The 50-year-old coach told Wolfsburg's website: "Congratulations to my team that has played a first half in which not everything worked out [but] in the second half outstanding.
"Because of the early goal, it was not so easy for us to get settled in the game. After the equaliser, we got the game more and more under control, but have also seen that Inter created opportunities if we allowed too many minor errors.
"We have raised it during the break, and in the second half we had less bad passes, had an outstanding position play and have created opportunities. I am very satisfied, the 3-1 is a very good result."
Hecking hinted at a counter-attacking strategy for the second leg.
"We know that in Milan everything will be demanded of us," he said.
"But we will wait for our chance, and if we then use, we have a good chance of reaching the quarter-finals."
