Heskey spent four years at Anfield from 2000 following his club record move from boyhood club Leicester, and went on to win a historic treble in his first season on Merseyside.
The ex-England striker was a regular under Gerard Houllier throughout his four years at Liverpool, but things changed in the summer of 2004 when the club paid Auxerre £14.5m for Frenchman Cisse.
Despite the bad news, however, Heskey insists he should have stayed put and not joined Birmingham so hastily.
Speaking in the November 2018 issue of FourFourTwo, out now, the 40-year-old says: “If I could change one decision in my career it would probably be to stay at Liverpool for longer – they won the Champions League the next season!
“I had a year left on my contract at Liverpool but Rick Parry [then CEO] told me that Djibril Cisse was coming in and I wouldn’t be playing. I told him that was OK and I’d stay and fight for my place. But he said, ‘No, Cisse has got to play’.
“So I had to move on, really, although looking back I think I would have played. They accepted a bid from Birmingham and that was that. But I loved my time with Liverpool – they were great times, fun times and emotional times.
“The highest we ever finished in the Premier League was second but we won all of those cups, which was great – I couldn’t have asked for any more.”