The counterpart of "facial" for head

Cranial can be correct.

Your attendant will apply the facial cream and give you a cranial massage.

To use capital in that case would not be correct.

• Cranium is anatomical

  Those bones which enclose the brain (as distinguished from those of the face and jaws); the brain-case, brain-pan, skull — OED]

• Capital generally involves loss of the head

  Involving loss of the head or life. Of an offence, crime, etc.: punishable by death; incurring the death penalty — OED

• Cephalic has a specific biological sense (as opposed to purely anatomical) and tends to be used in combining forms with that meaning

  Of or pertaining to the head, situated in the head; of the nature of a head. Physiology and Biology – OED

  Forming adjectives relating to a head or heads (in various senses) or skull, as cynocephalic, adj., microcephalic, adj., polycephalic, adj. — ibid

Afterthought: If you used capital in "...and give you a capital massage," it would actually change the meaning completely to OED II.6.f (paywalled)

Excellent, outstanding, first-rate. Frequently as an exclamation of approval. Now somewhat dated.

In everyday language, the word head is often used as an attributive noun:

The masseur will apply the facial cream and give you a head rub.

Miss D. is waiting for her head transplant, so she has priority over Miss M., who merely needs a face transplant.

In more formal or academic or literary language, you could use capital, cephalic:

Marie Antoinette was not in favour of capital punishment.

Tricephalic people are superior to unicapitals.