Despite scoring 12 goals in 30 appearances last term for the Rugby Park outfit and, in the previous campaign, helping the club to the Scottish Communities League Cup, he was allowed to leave the club for no fee.
Heffernan says the move, which was completed on Friday evening, came out of the blue and assumes the change of manager at Killie - Allan Johnston replacing Kenny Shiels in the summer - put paid to his chances of remaining a key figure in Ayrshire.
After making his debut as a late substitute in Saturday's 0-0 home draw against Ross County, the 32-year-old said: "(Kilmarnock chairman) Michael Johnston was happy to let me go for free and (Hibs manager) Pat Fenlon was willing to take me.
"I was a bit surprised. I still had a year left on my contract. But obviously the new manager has come in and maybe he wants to bring in his own sort of players.
"I don't know what their reasoning was. I just know they were willing to let me go for free. I suppose nothing should surprise you when a new manager comes in."
Heffernan sought advice from three former Killie stars before agreeing to become Pat Fenlon's 10th summer signing at Easter Road. Dean Shiels, now at Rangers, and current Hibees, Michael Nelson and Tim Clancy, all gave a glowing reference to life in the capital.
He continued: "I played with Tim Clancy at Kilmarnock and I have known Michael Nelson for years, playing against him in England and playing with him at Killie.
"I also spoke to Dean Shiels, who is a really good friend of mine. And he told me I had to jump at the chance of playing for Hibs. He had nothing but god things to say about the club.
"They all said that everything - the club, the stadium, the training ground, the fans - is all set up for success. It is all very encouraging. It is always good to speak to someone you know ahead of moving to a club."