some anatomy

Heart muscle is physiologically different from other muscles of the body. Also, it preferentially receives highly oxygenated blood as soon as it leaves the heart. When the blood flow to the heart is impeded or when the heart wall gets too thick for its own blood supply, it does hurt -- a lot. It's called a heart attack.

The brain is not a muscle, and moreover does not feel pain even if you stick it with things.

Heart is a muscle. Unlike other muscles in the body, heart doesn't tire and continues to work, that is pump blood, from birth to death. This is because heart is composed of a special type of muscle called cardiac muscle. Cardiac is a myogenic (doesn't need a nerve impulse to excite it)and involutary muscle. It has certain properties that account for its inexhaustibility.

As of brain, the "work" that brain does is done by the neuronal network and not any muscle. Neurons, as you may know, are the structural and functional units of the nervous system. Remember, brain, unlike the heart, is not a muscle.

You can google terms like "physiology heart/anotomy heart" and "structure brain/physiology nervous system", you'll get ample of information on the topic.