Schurrle has been a peripheral figure for Chelsea this season, with the Germany forward starting just eight games in all competitions this season and has been linked with a move away from Stamford Bridge.
Meanwhile, Podolski has hinted that he may have to part company Arsenal in order to secure regular first-team football, which has been limited due to the arrival of Alexis Sanchez at the Emirates Stadium, although manager Arsene Wenger has refuted claims that the 29-year-old could be headed for the exit door.
Despite the speculation in the media, Heldt insists that Schalke will not be making a move for either of the Germany internationals, who were part of Joachim Low's World Cup winning squad, and also ruled out an approach for Bayern Munich midfielder Xherdan Shaqiri.
"We're not considering Andre Schurrle at all," Heldt told Sport Bild. "And the same goes for Xherdan Shaqiri and Lukas Podolski."
Schalke are 11th in the German top flight ahead of Saturday's visit of Wolfsburg.
