The formation of planetesimals via gravitational instability of the dust layer in a protoplanetary disks demands that there be local patches where dust is concentrated by a factor of a few ×10<SUP>3</SUP> over the background value. Vortices in protoplanetary disks may concentrate dust to these values, allowing them to be the nurseries of planetesimals. The concentration of dust in the cores of vortices increases the dust-gas ratio of the core compared to the background disk, creating a "heavy vortex." In this work, we show that these vortices are subject to an instability which we have called the heavy-core instability. Using Floquet theory, we show that this instability occurs in elliptical protoplanetary vortices when the gas-dust density of the core of the vortex is heavier than the ambient gas-dust density by a few tens of percent. The heavy-core instability grows very rapidly, with a growth timescale of a few vortex rotation periods. While the nonlinear evolution of this instability remains unknown, it will likely increase the velocity dispersion of the dust layer in the vortex because instability sets in well before sufficient dust can gather to form a protoplanetary seed. This instability may thus preclude vortices from being sites of planetesimal formation.