Having contributed seven goals and six assists in the Premier League this season, Grealish has been heavily linked with a switch to Old Trafford.
Although the 24-year-old is a boyhood Villa supporter, Heskey feels that the Englishman will be keen to test himself elsewhere as soon as possible.
Speaking to 888Sport, Heskey said: "I don't think Grealish needs to move but I think he wants to. You want to prove yourself to you, to show yourself that you can do it.
"And I know that he can. I played with him when I was at Villa and he was just 15. And he can hold himself then.
"With England, he will have spoken to people and they will have told him what it's like at the bigger clubs, 100%. It's a difficult time for Villa."
Depending on whether they retain their top-flight status, Villa could demand in the region of £70m for their most prized asset. body check tags ::