Default member values best practice

Is it good practice when writing C++11 code to set default values for class members in the header file of the class?

Or is it better to do this in the constructor of the class?

EDIT:

I mean:

foo.h:

#include <string>

using std::string;

class Foo{
    private:
        string greet = "hello";
    public:
        Foo();
};

foo.cpp (of course with the necessary header file, but without the in-class initialization):

Foo::Foo(){
    greet = "hello";
}

Which one is better and why?