More accurately, there are or will be martyrs in Heaven. Reference Revelation chapter 6.
Another point is who gets to determine if someone is a martyr?
Revelation 6:
9 And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held:
10 And they cried with a loud voice, saying, How long, O Lord, holy and true, dost thou not judge and avenge our blood on them that dwell on the earth?
11 And white robes were given unto every one of them; and it was said unto them, that they should rest yet for a little season, until their fellowservants also and their brethren, that should be killed as they were, should be fulfilled.
Revelation 20:
4 And I saw thrones, and they sat upon them, and judgment was given unto them: and I saw the souls of them that were beheaded for the witness of Jesus, and for the word of God, and which had not worshipped the beast, neither his image, neither had received his mark upon their foreheads, or in their hands; and they lived and reigned with Christ a thousand years.
So based on the scriptures above (there are more), the determination of martyrdom is someone witnessing for Jesus Christ and His Word.
That last Bible verse is interesting indeed. Were beheadings commonplace at the time of the early Church?