Anemia and acute heart failure (AHF) frequently coexist. Several published studies have investigated the association of anemia with all‐cause mortality and all‐cause heart failure events in AHF patients, but their findings remain controversial. This study is intended to evaluate the relationship between anemia and AHF. We systematically searched PubMed, Medline, the Cochrane Library, Embase, and Elsevier's ScienceDirect databases until July 30, 2023, and selected prospective or retrospective cohort studies to evaluate anemia for AHF. A total of nine trials involving 29 587 AHF patients were eventually included. Pooled analyses demonstrated anemia is associated with a higher risk of all‐cause heart failure event rate (OR: 1.82, 95% CI: 1.58−2.10, p < .01) and all‐cause mortality, both for short‐term (30 days) all‐cause mortality (OR: 1.91, 95% CI: 1.31−2.79, p < .01) and long‐term (1 year) all‐cause mortality (OR: 1.72, 95% CI: 1.27−2.32, p < .01). The evidence from this meta‐analysis suggested that anemia may be an independent risk factor for all‐cause mortality and all‐cause heart failure events in patients with AHF and might emphasize the importance of anemia correction before discharge.