Cardiovascular and non-cardiovascular comorbidities are frequently observed in heart failure patients, complicating the therapeutic management and leading to poor prognosis. The prompt recognition of associated comorbid conditions is of great importance to optimize the clinical management, the follow-up, and the treatment of patients affected by chronic heart failure. Anaemia and iron deficiency are commonly reported in all heart failure forms, have a multifactorial aetiology and are responsible for reduced exercise tolerance, impaired quality of life, and poor long-term prognosis. Diabetes mellitus is highly prevalent in heart failure and a poor glycaemic control is associated with worst outcome. Two specific heart failure forms are usually observed in diabetic patients: an ischaemic cardiomyopathy or a typical diabetic cardiomyopathy. The implementation of use of sodium-glucose cotransporter-2 inhibitors will much improve in the near future the long-term prognosis of patients affected by heart failure and diabetes. Among cardiovascular comorbidities, atrial fibrillation is the most common arrhythmic disease of heart failure patients and it is still not clear whether its presence should be considered as a prognostic indicator or as a marker of advanced disease. The aim of the present review was to explore the clinical and prognostic impact of anaemia and iron deficiency, diabetes mellitus, and atrial fibrillation in patients affected by chronic heart failure.