Claudio Ranieri's side beat Oxford 2-1 and drew 1-1 with Scottish champions Celtic before heading to Los Angeles.
Heskey, who is an an ambassador for the club, told BBC Radio Leicester: "Claudio has got them super fit.
"I was very, very impressed with their fitness levels for only their second game of pre-season."
Leicester face Paris St Germain in Los Angeles on Saturday, before heading to Stockholm to play Barcelona the following Wednesday.
The English champions finish their pre-season campaign against FA Cup winners Manchester United in the FA Community Shield on Sunday, 7 August.
"The lads' intensity was very high and I was very impressed with that," said Heskey. "It looks good, it looks promising."
The Foxes shocked the footballing world when they won the Premier League title last season, and Heskey believes they should "keep doing the same" in the new campaign.
"They showed good pace and intensity against Celtic and it is pretty much the same as last year," the former England international added.
"Going into this season is going to be difficult, but it is going to be interesting to see how they get on."
Former Leicester City striker Emile Heskey says the team's fitness and intensity in their first two pre-season games augurs well for the new campaign.