Heena dropped out of the match at the first elimination, after the eighth final shot, with a score of 76.1 points.
The 23-old-year finished at the bottom after making it to the final round.
None of the Indian shooters have so far managed to win a medal in the tournament.
Viktoria Chaika of Belarus clinched the gold medal with 199.6 points.
Malaysia's first time finalist Cheah Lee Yean Joseline won the silver with a total of 197.8, while Dorjsuren of Germany bagged the bronze after firing 175.1.