As gotube's answer explains, there are some subtleties here.
In general, we say that something is "in a newspaper or magazine", but "on the television or radio". This extends to phrases like "his photo appeared in a magazine article" and "his photo was shown on a television program".
The phrase "on the news" fits this pattern: it means that something was shown or mentioned on a television or radio news broadcast. We can also talk about specific news broadcasts, e.g. "he was interviewed on the 6 o'clock news".
The phrase "in the news", however, is different - "news" here is not referring to a specific publication or broadcast, but the abstract concept of "news". Something that is "in the news" is the subject of a news item, whether that item appears in print or broadcast.
So, if you are "in the news", you will probably also be both "in the newspapers" and "on the (TV and radio) news".