I noticed that the heatmap calculation on the new upgrade version of qgis is given the raster map without any coordinate system.
Have you got the same problem?
This is a known bug in 2.8.1, which is (according to the tracker) slated for fixing in 2.8.2.
As an alternative, you can use v.kernel from the Processing toolbox.
Until it get fixed You can do as follows with one more step:
I got this answer from @Joseph who gave helpful comment in the duplicate thread: QGIS 2.8 Raster Layers Moved and encouraged me to post it here.