This is due to the fact that H2O is a weak field ligand that forms high spin complexes. In [Fe(H2O)6]3+ there are 5 unpaired electrons whereas in [Fe(CN)6]3− there is only one unpaired electron.
This is the reason why [Fe(H2O)6]3+ is strongly paramagnetic whereas[Fe(CN)6]3− is weakly paramagnetic.