Dr. Heinonen has been a competitive cross-country skier and sports all-rounder (football, basketball, ice hockey, floorball, track and fields, and orienteering) until the age of 23. Afterwards he has tried to be recreationally active exerciser (9-12 hours/week) participating especially long-distance cross-country skiing races (such as Finlandia and Birkebeiner in Norway numerous times), mountain (and road) bike races (done ten times Tahko MTB – largest and toughest mtb race in Finland, PB 6. place), triathlons and marathons (currently 5, PB 3.05.16) and extreme and adventure runs, such as those 15-21K races with different obstacles, Swissalpine 79K, and X-adventure race. He commutes to work by cycling, roller skates, running or kick bike some 5000 km per year (the worse the weather, the more rewarding it is!).

His other hobbies are reading (mostly history, nature and biographies) and trekking and hiking, which he would love to do more if only time would allow. He has currently climbed up the highest points of eight different countries, most of those with his boys.