At the 2012 World Championship Heydon almost pulled off a huge upset by knocking out reigning champion Adrian Lewis. He led 2–0 in the best of five sets match only for Lewis to regain parity at 2–2. In the deciding set Heydon had three darts to move into a 2–0 lead but missed them and Lewis would ultimately be victorious. Lewis admitted after the match that Heydon had been "phenomenal" in the first two sets. In August, Heydon beat Brandon Walsh and Gary Butcher in the UK Qualifier for the European Tour Event 4, and defeated Andy Smith 6–5 in the first round in Stuttgart. Heydon continued his form in round two with a 6–2 win over Mark Walsh with a 100.45 average, but then lost to James Wade 4–6 in the last 16. Heydon's best results of 2012 came after this as he reached the quarter-finals of both the 12th and 16th Players Championship events, losing to Andy Hamilton (5–6) and Jamie Caven (0–6) respectively. He finished the season 57th on the ProTour Order of Merit, missing out on qualification for the World Championship by £800.