An 8-0 scoreline is a difficult pill for any fan to swallow, but especially for Heckingbottom, who has overseen promotion of his Sheff Utd squad to the Premier League and knows the characters within it.
"We want it to be a one-off, an outlying result and performance," he said in his pre-match press conference ahead of the weekend. "But we still have to reflect on it properly, as we do with every result.
"We know the margins are so fine, and we know how well we've got to play to get the wins. We have to be critical of ourselves.
"In the second half [of the Newcastle match] we made changes to chase the game, but there are still things within that that we can't allow to happen again."
Although Sheff Utd sit bottom of the Premier League, with only one point from six matches, Heckingbottom still feels the support from everyone at the club, including the owner.
"I was on the phone to Prince Abdul straight after the game," he said. "We speak regularly so that's not an issue. The support is there. We understand that we need to be better; we're all in agreement on that.
"The goal that we want to achieve this season is to stay in this league.
"There's a gap for lots of reasons [between the Premier League and Championship], but we can't hide away from that.
"Sometimes teams come up and do really well. We need to be one of those, that stays up and then builds."
Saturday's match is the first Premier League meeting between Sheff Utd and West Ham since 2020/21, and Heckingbottom is aware it will be a tough test.
"West Ham have had a really strong start, some great results," he added. "They are really comfortable, even without the ball, so we will have to watch the counter attack.
"There is a good physicality about the team, and they're organised. We need to make sure that we make it difficult for them while watching out for their threats.
"We're in for a tough game."