We investigate heavy-hole spin relaxation and decoherence in quantum dots in perpendicular magnetic fields. We show that at low temperatures the spin decoherence time is 2 times longer than the spin relaxation time. We find that the spin relaxation time for heavy holes can be comparable to or even longer than that for electrons in strongly two-dimensional quantum dots. We discuss the difference in the magnetic-field dependence of the spin relaxation rate due to Rashba or Dresselhaus spin-orbit coupling for systems with positive (i.e., GaAs quantum dots) or negative (i.e., InAs quantum dots) g factor.