WARNING: psql major version 9.3, server major version 9.4

I'm trying to run psql commands to import data into Redshift as specified here: http://ift.tt/1mQm6Sw. Our application is hosted on Heroku. I had a script and it was working perfectly fine, uploading the data without an error.

Then we added a PostgreSQL database under the same app but for a different section of the code. It was version 9.4. Ever since then, I have not been able to import into our Redshift table using the exact same script. This is the error that I see:

Error: You must install at least one postgresql-client-<version> package.

Interestingly, I am able to connect to the psql client on Heroku by running heroku pg:psql -a myapp. I do, however, get this warning message when psql first starts:

---> Connecting to DATABASE_URL
psql (9.3.4, server 9.4.4)
WARNING: psql major version 9.3, server major version 9.4.
         Some psql features might not work.

Is this an error with the psql client or with Heroku? Do I need to upgrade psql to 9.4, and if so, how do I do that?

Any help is much appreciated!