Neither side was able to break the deadlock with both sides having several chances.
Heidelberg goalkeeper Brendan White was the man of the match, after making several crucial saves to keep the Cannons at bay.
The visitors made their intentions clear right from the kick-off, with Luke Pavlou coming inches away from opening the scoring inside the first minute.
The Cannons moved the ball swiftly down the wings, before putting low crosses into the box.
Oakleigh supporters held their breath midway through the first half when goalkeeper John Honos went down with an injury scare.
But the Cannons custodian played through the pain, making several important saves as the half reached its end.
The federation would have given Matt Foschini goal of the season then and there should his long ranged volley had flown in.
The Cannons midfielder hit the ball as sweetly as one could, only to be denied by Heidelberg goalkeeper Brendan White.
With plenty to play for in the second half, Cannons full back Ryan Paczkowski took matters into his own hands a fired a long ranged attempt.
It look certain for the bottom corner only for it to be pushed out by the left palm of White.
White was forced into action just a few minutes later when Joe Guest found space just outside box.
In what is normally bread and butter for Guest, the star playmaker was unable to add to his goal tally with White pulling off yet another important save.
One could not help but feel frustrated for the Cannons players as yet another golden opportunity went begging in the 63rd minute.
Wade Dekker found Paczkowski with a perfect through ball but the Cannons number eight was a unable to convert with White storming off his line to block the low attempt.
The play opened up as both teams desperately looked to find the opener.
Paczkowski had another chance late in the game but White was not going to slip now, making another crucial low save.
The stalemate ensures Heidelberg do not jump league leaders Avondale, whom they will meet next week in a mouthwatering contest.
Oakleigh meanwhile travel to Pascoe Vale.