Heskey was appointed head of women's football development earlier this month, having spent the last year working closely with the women's side as an ambassador and player mentor.
The 43-year-old needs no introduction to Leicester fans having come through the ranks at the King Power Stadium, where he scored 46 goals in 198 appearances in all competitions for his hometown club, before going on to represent the likes of Liverpool, Birmingham, Aston Villa and England in a hugely successful playing career.
His new role is his first senior position in football since he retired from playing in 2016 and in Leicester Women, he has a club who are on the up following their promotion to the WSL last season.
However, it has been a testing opening few weeks of the season for the Foxes, who have lost each of their five games so far in their inaugural season in the WSL.
Leicester were, though, praised by Chelsea boss Emma Hayes for their performance against the Blues before the international break and Heskey has big plans for the club over the next few years.
Speaking exclusively to talkSPORT about his new role, he said: "It's been good. Obviously, coming from the pitch and joining the other side of it where you're looking at admin etc and development and putting procedures in place, it's different. But I'm enjoying it.
"I think short term, we are looking at staying in the WSL. Long term, yes definitely, you want to establish yourself in the WSL as a WSL team and try and bring some players through.
"Not just bring some in and make them first team England internationals, but can we bring some through our ranks? Can we bring some youth academy players through and then suddenly make them first-team players, first and foremost, and then international players as well and that's one of the main things.
"We all came into this league and we all knew it was going to be tough. Until you actually play in it, then you realise how tough it is.
"This is our second year [as a] professional [outfit]. You're looking at Chelsea and they are eight to ten years professional and Man City are the same. We're not going to suddenly be on par with them. We've got to take steps and the right steps towards being in that space."
Question marks have been raised in recent years about football's lack of diversity both at boardroom level as well as among coaching staff and Heskey is hopeful that he can be a role model to black people who are seeking a career in the game.
"When you look at football, why do people get into football or why do people get into sports? It's because of a role model or someone they aspire to be," Heskey says.
"My [role models] were the likes of Ian Wright and John Barnes who looked like me and who I could say I could probably mimic. Then you look at Les Ferdinand, again another role model who is actually doing it on the men's side for QPR.
"So there are those role models, but we obviously need more and it's fantastic the club have allowed me to be that and I'm looking forward to being that role model and someone that people aspire to be."
Leicester's owner Aiyawatt Srivaddhanaprabha has continued his late father Vichai's legacy since his tragic death three years ago by heavily investing both on and off the pitch.
Since taking over the women's side in 2020, Leicester have become a professional outfit and have moved into a new training ground at Belvoir Drive, which the men's team used during their incredible Premier League title winning campaign in 2015/16.
As well as having top class training facilities, the women's team will also play their home games at the King Power Stadium this season and have grand plans to eventually win the WSL one day.
Such investment means Leicester are a force to be reckoned with in both the men's and women's game and Heskey finished by praising the Srivaddhanaprabha family for helping to not only improve the club, but the local area as well.
"They've been fantastic. Ever since they've come in, they have immersed themselves in what it means to be in Leicester itself.
"[There are] very tight knit communities in Leicester. I meet Leicester fans all over the world and they are generally from Leicester or their parents are from Leicester and they've followed Leicester for years, so that is what Leicester means and they have immersed themselves into that family.
"Look at what they've done; not just the training facilities, not just the ground, but everything. They have immersed themselves into the culture of Leicester City itself and the city of Leicester. They are doing more and more each day. We can only thank them.
"It means a lot when you see a lot of pundits and fans and they even love the way the club is being run by the owners. It feels a little bit like jealously at times, but no, they are just envious of what these owners have actually done and are doing going forward."