Double click the heart sprite. At frame 1 duplicate the heart 2 times. at frame 2 duplicate only 1 time, and frame 3 will have only 1 heart.
FRAME 1 = 3 hearts
FRAME 2 = 2 hearts
FRAME 3 = 1 heart
Then simply , set the animation frame when needed. If Health = 0 , set heart animation frame to 2. and so on