Since you wanted some ideas on possible responses:
What makes you say that? [wait for input]
Oh I'm sorry, was I frowning? [wait for input]
How odd, I certainly don't feel miserable.
That's strange, I feel [fine / great] today.
Oh I was just lost in thought, now about that X project for William...
Oh I don't always externalise my emotions, but that certainly doesn't mean that I'm [unhappy / sad].
The core of any response here is to keep it light and to not make too big of a deal out of these comments (at first anyway). I'd go for one of the first responses since it could help you find out why your manager is getting this impression but the other phrases are less confrontational. I'd only use the last response if you've had similar comments before.
Regardless, I'd follow most of these up with some variation on the following:
Rest assured that I'll talk to you if I'm [having trouble with a project here / out of my depth / struggling with X].
Keep this about work topics because you also don't want your message to be "I'll come to you if I'm feeling sad / depressed".
Responding in this fashion should hopefully get these comments to stop in short order, but if they don't you probably need to address the bigger picture because it's very strange for your manager to think this, let alone to keep bringing it up after you've assured him that you're not secretly miserable.
Hey, you've commented a few times that I look unhappy and should smile more but I'm not sure what to make of that. Like I've said, I am happy to be here, I enjoy the work I do and get along great with my colleagues. I really don't know what signals you're seeing that I'm secretly unhappy. Can you tell me [what's giving you the impression that I'm not happy here / what it is that you keep noticing]?
It might be a weird conversation to have but at that point it's something you need to hash out with your manager.