We report on an exploratory study of domain wall fermions (DWF) as a lattice regularisation for heavy quarks. Within the framework of quenched QCD with the tree-level improved Symanzik gauge action we identify the DWF parameters which minimise discretisation effects. We find the corresponding effective 4$d$ overlap operator to be exponentially local, independent of the quark mass. We determine a maximum bare heavy quark mass of $am_happrox 0.4$, below which the approximate chiral symmetry and O(a)-improvement of DWF are sustained. This threshold appears to be largely independent of the lattice spacing. Based on these findings, we carried out a detailed scaling study for the heavy-strange meson dispersion relation and decay constant on four ensembles with lattice spacings in the range $2.0-5.7,mathrm{GeV}$. We observe very mild $a^2$ scaling towards the continuum limit. Our findings establish a sound basis for heavy DWF in dynamical simulations of lattice QCD with relevance to Standard Model phenomenology.