Explanation:

The correct preposition to use in this sentence is "to." The phrase "to heart" is an idiom that means to take something personally or deeply. It indicates that the person is affected emotionally by the criticism.

Breakdown of the sentence:
- Subject: He (referring to a person)
- Verb: looks (describing the person's appearance)
- Object: upset (describing the person's emotional state)
- Phrase: I think he took the criticism to heart (explaining the reason for the person's upset appearance)

Meaning of the idiom "to heart":
When someone takes something "to heart," it means they are deeply affected by it, especially emotionally. It implies that the person has taken the criticism personally and it has had a significant impact on them.

Example:
- If someone says, "She took the feedback to heart," it means that the feedback had a profound effect on her and she is deeply affected by it.

Alternative prepositions:
- The preposition "about" is not appropriate in this context. It would change the meaning of the sentence to imply that the person is upset about the criticism but not necessarily deeply affected by it.
- The preposition "in" is not suitable either. It would imply that the person is upset in the presence of criticism, rather than being affected by it.
- The preposition "of" is not correct in this sentence. It would indicate that the person is upset because of the criticism, but it does not convey the idea of taking it to heart.

Therefore, the correct preposition to complete the sentence is "to," as it accurately conveys the meaning that the person has taken the criticism personally and is deeply affected by it.