The answer depends on what you mean by "hardness." On the Mohs scale, nothing changes, but heat-treated stone becomes more brittle and breaks more easily. That can be good if it's a very tough stone which is virtually unknappable when raw. However, some knappers heat stone to temps just short of blowing it up to bring out the greatest color. The knapping qualities suffer, though, and because the edge is super brittle, it will dull extremely quickly.
The trick is to heat the stone enough to enhance the knapping qualities but not so much that it loses it's other desirable traits.
We could probably come up with more complete answers if you told us what kind of stone you were thinking about heat treating. Good luck!