Help! My player's HEAD falls off in play mode

Hello, everyone! I hope you 've got some suggestions for me as I can't understand what's wrong in my project. Well, I am building a short "movie" and I placed my player on scene. The problem is that when I press play to check how it looks , my player "loses" his head (with or without animation attached- the same thing happens). I attach two pictures from scene/game mode and play mode. Any ideas what i can check ? Thank you in advance !