I have said both to people before and when I say your in my head it pretty much means I like you a lot, and I am constantly thinking about you. I want to spend time with you and I'm missing you when your not around. (a feeling that I get when I am in that early infatuation stage) When I say your in my heart I means I care about you, I consider your feelings as much as mine, and when your gone now, I don't just think about you and want you around. I actually feel a little bit of heartache. (a feeling that I get when I am in that mature love stage)
In his head means he's thinking about you all the time which is good if you two are just starting out. In his heart would be basically a less committed way to say "I love you" which is good if you have been together a while but not if you are just starting out because that would be intense.
It depends on what context they meant it as and what was said before. They could be telling a person that they are thinking about them which is what I read it as but seeing as you haven't explained the situation it's a little hard to tell.