I have two classes both defined in separate header files. Each file has a field that is type of other class. Now I included in header of each file the header of other file,
You shouldn't include the header files inside the other ones, just include the header files in your source files.
In the headers you can use a forward declaration:
// In Class1.h
class Class2;
// In class2.h
class Class1;
Also you can protect against a file being included twice using the preprocessor:
// Class1.h
#ifndef __CLASS_1_H
#define __CLASS_1_H
// content
#endif