Heynckes, 68, led his side to an unprecedented Bundesliga, Champions League and DFB-Pokal Treble this season but will be replaced this summer by former Barcelona boss Pep Guardiola.
It is unclear whether he will retire from coaching or take up a position elsewhere, but he has added to speculation that he could replace Jose Mourinho at Real Madrid.
"I decided to call a press conference on Tuesday to bid farewell to the Munich journalists. There I will also reveal details about my future," Heynckes told Sky after Bayern's 3-2 victory over Stuttgart.
"There will be no more beer showers, at least in German stadiums," he added on ARD.
Despite Bayern basically announcing Heynckes retirement, rumours about the future of the veteran coach have not silenced. On the contrary, Heynckes fuelled them when saying it was up to him to announce his decision.
In the previous weeks speculation about a possible return to Real Madrid increased when someone claiming to be Heynckes "agent" repeatedly claimed his client was open for a return to the Spanish club and Bayern midfielder Anatoliy Tymoshchuk told a Russian TV station that Heynckes to Real was 99% certain.