There are 2 steps you need to perform,
- Add the custom domains addon and add the domain your going to use, eg
www.mywebsite.example
to your application - Go to your domain registrar control panel and set
www.mywebsite.example
to be a CNAME entry toyourapp.herokuapp.com
assuming you are using the CEDAR stack. - There is a third step if you want to use a naked domain, eg
mywebsite.example
when you would have to add the IP addresses of the Heroku load balancers to your DNS formywebsite.example
You can read more about this at http://devcenter.heroku.com/articles/custom-domains
At a guess you’ve missed out the first step perhaps?
Following the announcement of Bamboo’s EOL proxy.heroku.com
being retired (September 2014) for Bamboo applications so these should also now use the yourapp.herokuapp.com
mapping now as well.