The 10-man Gorgie outfit stunned Aberdeen with a 2-1 win on Saturday as 17-year-old substitute Jordan McGhee grabbed a late winner in a drama-filled Tynecastle encounter.
McHattie was dismissed for bringing down Dons striker Calvin Zola in the box but Locke is convinced his man won the ball.
And with Hearts currently banned from signing new players as a result of the punishments handed to them for breaking insolvency rules, Locke is loath to lose any more members of his squad and hailed the "special offer" the club had received.
He said: "I've had a look at Kevin's sending-off again and I think it was a good tackle. From my point of view, we don't have a big squad and it is one we will definitely appeal because I think he gets the ball and I don't want to lose a player.
"I certainly wouldn't appeal against something if I thought the decision was okay. But even at the game I thought it was a good challenge and after watching it several times I've not changed my opinion on that.
"There is a cost to lodging appeals and that has to be taken into consideration but we have had an offer from a supporter to pay it.
"Whether we go down that route I'm not so sure but it just shows you that I'm not the only one who feels aggrieved by the decision and that there are people out there willing to help us.
"It's a special offer but it doesn't surprise me because the fans have been like that for the last two years."
Locke will be able to pick McHattie for the League Cup clash with Raith Rovers, regardless of his appeal as the one-match ban he is due to serve will only apply to Scottish Premiership fixtures.
However, it has also emerged that club captain Danny Wilson could be in hot water after an alleged tunnel bust-up with Reds boss Derek McInnes.
But the Hearts boss said: "I'm still waiting to hear the report of that one because I'm very much in the dark.
"I didn't know anything had happened until somebody brought it to my attention so I don't want to comment on it because I don't know much about it.
"We will need to get clarification on it because I need to know who I will have available for Saturday."
- Sports & Recreation