The 20-year-old, who was part of Germany's European Championship squad in France, has been linked with some of Europe's top clubs, including Manchester City, Real Madrid and Bayern Munich.
Heidel told German newspaper Bild: "Sane has clearly expressed that he would like to change (clubs)
We have to accept it
We will correspond if the conditions for Schalke are in order."
"I can not confirm that the deal is in the final phase
That would mean that he could be gone tomorrow or the next day."
Manchester City boss Pep Guardiola praised the winger on several occasions during his time at Bayern Munich and has been linked with a move for the Germany international since joining the Premier League club
Those rumours intensified after new Bayern manager Carlo Ancelotti denied that the German champions were interested in the youngster.
Ancelotti said during a press conference in Bavaria: ''Our team is already very good with all of the positions filled
We don't need any more players for this season.''
It is thought that Schalke are looking for a fee of around 50 million euros for Sane and he could follow in the footsteps of Ilkay Gundogan in leaving the Bundesliga to join fellow new signings Nolito and Oleksandr Zinchenko at the Etihad Stadium, should City make a move.
Source : PA