A heat current originating from electron-phonon coupling in a quantum dot (QD) molecule connected to ferromagnetic leads is studied by the non-equilibrium Green's function technique. The system is driven out of equilibrium by a temperature gradient (thermal bias) applied across the two terminals of the structure. We find that when the magnetic moments of the two leads are arranged in parallel configuration, the heat current is not sensitive to the leads' ferromagnetism, whereas in the case of antiparallel configuration, the magnitude of the heat current increases with increasing spin polarization of the leads, with the reduction of the electric current's intensity. We also find that the ferromagnetism on the leads can amplify the heat rectification effect occurring for some particular dot levels, i.e., the strength of the heat flowing between the QD and the phonon bath can be very small for one direction of the temperature gradient, while it becomes quite large when the corresponding direction of the temperature gradient is reversed.