The visitors collapsed in the final 12 minutes at Signal Iduna Park as Pierre-Emerick Aubameyang, Henrikh Mkhitaryan and Marco Reus all got on the scoresheet.
"It was simply a collective failure," Heldt told the club's official website. "We can... only apologise to our fans. We had no chance and have not shown to some extent what we can do.
"That is why the disappointment of defeat... is very large.
"Actually, it was a miracle that it was 0-0 held so long. It was a very bad performance. Overall it was a very bitter day for us."
Roberti Di Matteo's side are now winless in four in all competitions, but still sit fourth in the Bundesliga.
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