The principal advantage of the Green-Schwarz heterotic string sigma model with respect to the Neveu-Schwarz-Ramond formulation is its manifest N=1, D=10 space-time supersymmetry. It is this property which renders it particularly suitable for the derivation of the low energy effective superstring theory, i.e. N=1, D=10 Supergravity-Super-Yang-Mills, in superspace. Indeed, the κ-anomaly cancellation mechanism [1] constitutes a systematic approach for the derivation of superspace constraints for the low energy effective theory which are automatically consistent with the Bianchi identities in superspace: the Wess-Zumino consistency condition on the κ-anomalies ensures that they can be cancelled by imposing suitable constraints on the superfields of the low energy theory and that with these constraints the Bianchi identities can be consistently solved.Along these lines in ref.[2], see also [3], the order α ′ one-loop κ-anomalies of the heterotic string sigma-model have been explicitly determined, by a direct perturbative computation, together with the order α ′ superspace constraints which give rise to their cancellation.On the other hand, exact solutions, i.e. to all orders in α ′ , of the relevant Bianchi identities have been found previously in the literature [4,5,6].In this letter we point out that the exact constraints found in this way, if truncated to order α ′ , appear to differ from the ones found through the κ-anomaly cancellation mechanism in ref.[2], the difference not being simply related to the usual ambiguity in the choice of standard constraints for a theory formulated in superspace. We present the solution of this puzzle by showing that the difference between the two sets of constraints is related on one hand to a trivial κ-anomaly and that, on the other hand, this difference can be eliminated by order-α ′ super-