Heidelberg is an unincorporated community in Lee County, Kentucky, United States. It lies along Route 399 southwest of the city of Beattyville, the county seat of Lee County. Its elevation is 718 feet, and it is located at. It no longer has a post office and the ZIP code is now 41311, same as Beattyville. Said post office was established in 1904, and is said to b…Heidelberg is an unincorporated community in Lee County, Kentucky, United States. It lies along Route 399 southwest of the city of Beattyville, the county seat of Lee County. Its elevation is 718 feet, and it is located at. It no longer has a post office and the ZIP code is now 41311, same as Beattyville. Said post office was established in 1904, and is said to be named for the hometown of an early German-American settler.