Introduction Investigation of the prognostic factors in patients with refractory heart failure (HF) undergoing continuous veno‐venous hemofiltration (CVVH). Methods Clinical data of 146 patients with refractory HF between May 2018 and December 2020 were retrospectively analyzed and divided into survival and death groups according to the prognosis. Vital signs, inflammatory markers, and renal function parameters were compared before and after treatment. Results Central venous pressure levels were lower, whereas serum levels of brain natriuretic peptide, oxygen saturation, and cardiac output were higher after treatment (p < 0.05). Heart rate, systolic and diastolic blood pressures, serum levels of C‐reactive protein, interleukin‐6, tumor necrosis factor‐α, interleukin‐8, blood urea nitrogen, creatinine, and 24‐h urinary protein were lower after treatment (p < 0.05). Conclusion CVVH improved renal function and regulated blood pressure and vital signs in patients with refractory HF. Age, APACHE II score, disease duration, and hypotension were risk factors affecting the prognosis.