I got it!
Under the assumption that Angel acts as the guard of the entrance to heaven and Devil acts as the guard of the entrance to the hell.
If the one that I asked is the Angel, who know the Devil will tell the lie, the answer is "to the heaven". If I asked the other guard (Devil), who know the Angel will answer "to the heaven" but base on telling the lie, the answer would be "to the hell". Vice versa with the same wrong guidance even exchanged the door that they guarded.
Good question!
