Heffelfinger was a delegate to the Republican National Convention in 1904 and 1908. He first won elective office in 1924, running against more experienced politicians and easily capturing a seat on the Hennepin County Board of Commissioners. During his first election campaign Heffelfinger competed energetically, and compared politics to football, telling a reporter he would reduce taxes "if I make a touchdown in this political game, which I'll admit is tougher than football, a whole lot." Heffelfinger continued to serve on the Hennepin County Board for 24 years, including 4 years as board chairman. During Prohibition Heffelfinger ran twice as a "wet" in the Republican primary for Minnesota's 5th congressional district losing both times to prohibitionist and former Lieutenant Governor William I. Nolan.