By "iron", I assume that you mean "cast iron", as pure iron is hardly used for anything.

Cast iron is lighter than steel, not heavier, because of its higher carbon content.

However, objects made of cast iron are indeed heavier than similar objects made of steel, and this is what you must have in mind, because the objects made of cast iron are always made thicker, both because cast iron is weaker, which requires greater thickness for the same strength, and because it is harder to make thinner objects by casting than by forging.