The veteran defensive back is now with the Calgary Stampeders after being released by the Bombers following four seasons with the CFL club.
"That's a good organization . . . they gave me the opportunity to play football and I'll never take that back," Hefney told reporters after joining the Stampeders. "I'm just appreciative of what they did for me."
Hefney, 28, was a two-time CFL all-star with Winnipeg. But the five-foot-nine, 185-pound defensive back was arrested for marijuana possession in his native South Carolina on May 31 and didn't promptly notify Winnipeg officials of the incident.
Hefney played in Winnipeg's 24-6 exhibition loss to the Toronto Argonauts last Wednesday but was released Saturday.
"I really don't know," Hefney said about why he was let go by Winnipeg. "I just know I've got a job now.
"I'm just going to go out here and be happy and play football.''
Hefney joins a Calgary squad that finished second in the West Division standings last year and went on to face Toronto in the 100th Grey Cup. With such stars as running back Jon Cornish, receiver Nik Lewis and defensive end Charleston Hughes, the Stampeders figure to again be a CFL title contender in 2013.
Last season, Winnipeg and the Hamilton Tiger-Cats finished tied for last in the East Division standings with identical 6-12 records as both clubs missed the playoffs.
"I'm really happy and excited to come to a team that just went to the Grey Cup," Hefney said. "Just looking at the offence they're explosive, nobody can really stop Nik Lewis and Jon Cornish from running the ball.
"Their defence likes to hit, they fly around . . . they play everything that I think I'm about.''
Hefney, a native of Rock Hill, S.C., has appeared in 60 career CFL games. He has registered 241 tackles, two sacks, 13 interceptions, six fumble recoveries and two forced fumbles.