The Bundesliga club finished fifth last term - their best performance since winning the league in 2009 - to secure a return to European football.
But Wolfsburg, Europa League quarter-finalists in 2010, made a poor start to this year's competition as Seamus Coleman, Leighton Baines and Kevin Mirallas all scored for Everton at Goodison Park on Thursday.
Ricardo Rodriguez - who netted a 15th-minute own goal - netted a late consolation for Wolfsburg but it did little to calm Hecking, who bemoaned his side's "terrible" errors.
"I feel very disappointed by the performance," Hecking said.
"Actually I feel more annoyed than disappointed. The display from my players on the pitch made me wonder if they had even listened to me before the game.
"There was a lack of focus from our players and we made a lot of terrible mistakes which ultimately cost us.
"Obviously a coach like myself can't be happy with that result. We were lacking in certain areas both in terms of finishing and in our defensive work as well.
"We were not smart enough and showed a lot of naivety in our game.
"I don't expect my players to have that approach, we have got problems at the moment but I want to congratulate Everton for their performance and win."
Wolfsburg have failed to win any of their first three Bundesliga matches this season and sit 13th in the table.