Heilmann worked in the insurance business in Cincinnati while he played for the Reds. After retiring from baseball in 1932, Heilmann returned to Detroit and continued there in the insurance business. He also ran in 1933 for the office of Detroit City Treasurer, losing decisively to Charles L. Williams by a margin of 138,478 votes for Williams to 68,695 for Heilmann. He also played sandlot baseball briefly for the Tool Shop team in the Detroit Amateur Baseball Federation. On June 4, 1933, a crowd of more than 20,000 spectators watched Heilmann's return to baseball, as Heilmann had an RBI single in the first inning and made a "big league catch" in right field before a thunderstorm forced the cancellation of the game in the second inning. After a few games with Tool Shop, Heilmann organized his own team, known as Harry Heilmann's All-Stars and consisting of former major league players, including Bobby Veach, Oscar Stanage, "Leaping Mike" Menosky, Marty Kavanagh, and Frank Fuller, which played games throughout Michigan and Ohio in July, August and September 1933, including a game against an African-American team from Akron.