Netherlands forward Huntelaar, who is currently part of his country's squad at the FIFA World Cup in Brazil, has recently been linked with a switch to Anfield.
However, Schalke have no plans to part company with a player who has scored 59 goals in 100 Bundesliga appearances for the club.
In an interview on Schalke's official website, Heldt said: "Most recently, I've read that Liverpool FC should have interest in Klaas-Jan Huntelaar.
"Liverpool, Klaas-Jan and also his adviser have not contacted us.
"And we also have no interest in selling the player."
Heldt also confirmed teenage midfielder Leon Goretzka is facing "several weeks" on the sidelines after suffering a partial tear to his left thigh muscle.
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