Prior to his arrival at Swindon Town, Heiselberg had an unsuccessful stint in England with Sunderland - unfortunately, his time at the County Ground was very much the same. Brought in by Colin Todd on a free transfer in August 2000, Heiselberg was one of a collection of foreign players to sign, others included Juan Cobian, Antoine van der Linden & Danny Invincibile. The former Danish U-21 international made his Swindon debut in the home Worthington Cup tie versus Exeter City, Heiselberg played the whole 90 minutes in the 1-1 draw. His next appearance would be his last for the first team as Swindon experienced a 4-1 home loss to Walsall - wiith the fans and the manager clearly unimpressed, Heiselberg was replaced at half time for Sol Davis - and he became one of the few players to receive a performance rating of four out of ten in the Evening Advertiser. He stayed at Swindon for another two months - until Andy King took over the managerial reins later in the year, Heiselberg returned to Denmark soon afterwards.