That's because Hellberg had spoken to Hackney about his future last month and the Teessider made it absolutely clear he had no desire to leave.
Hackney said as much to the media when he spoke after he scored the only goal in Saturday's win over Norwich City, telling of his dream to win promotion with his boyhood club.
The 23-year-old has starred for Boro this season and wore the captain's armband since Hellberg's appointment as head coach.
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His dazzling displays have unsurprisingly grabbed the attention of several Premier League clubs, and Forest had a late punt at trying to sign the former England Under-21 international.
But Boro immediately knocked back the deadline day bid and made it clear they had absolutely no intention of selling their star man.
And Hellberg said: "I actually felt quite comfortable with him being here, since all the discussions, he wants to be here.
"You can see that he wants to be here, what he wants to achieve here, and he wants to play here for the moment.
"I was never worried about him going anywhere, actually. I put my belief in him, and so I was not so worried about that one."
Since his arrival as head coach, Hellberg has not only been hugely impressed by Hackney as a player but also the midfielder's character.
"I feel lucky [to have him]," he said.
"I'm proud of how he has performed but also how he is as a person.
"We talked about that so many times. He's been excellent and he's been helping me a lot in terms of being that type of captain, being that type of person, still being top on the game and on the pitch, but also being like he is outside of the pitch.
"That's as good a player as you can have as a coach.
"He drives the training environment forward all the time and helps everyone in the group. Of course I feel lucky to have that type of person and player."
Hackney will again captain Boro in Monday night's game at Sheffield United, with Hellberg's side certain to still be in the automatic promotion places before kick-off regardless of how the weekend fixtures play out.
Third-placed Hull City could only draw with Watford in their game in hand on Tuesday night, leaving the Tigers four points shy of Boro.
Hull are at home to Bristol City tomorrow, leaders Coventry host Oxford and fourth-placed Ipswich have a tough trip to Derby.