When Denmark hired new coach Bo Johansson in 1996, Heintze was once more called up for Denmark, and he played in the 1998 FIFA World Cup and Euro 2000 tournaments. Following the international retirement of Peter Schmeichel in April 2001, Heintze captained his country at the 2002 FIFA World Cup, under new Denmark coach Morten Olsen. At the 2002 World Cup in South Korea and Japan, Heintze was suffering in the heat, and after being substituted after the second match of the tournament, Heintze watched the last two games from the bench, before Denmark was eliminated. He ended his national career following the competition, 38 years of age, though he continued to play another season for PSV.