Multiscale entropy (MSE) is widely used to analyze heartbeat signals. Even though cardiologists do not use MSE to diagnose heart failure at present, these studies are of importance and have potential clinical applications. In previous studies, MSE discrimination between old congestive heart failure (CHF) and healthy individuals has remained controversial. Few studies have been published on the discrimination between them, using only MSE with machine learning for automatic multidimensional analysis, with reported testing accuracies of less than 86%. In this study, we determined the optimal MSE scales for discrimination by using a low-dimensional exhaustive search along with three classifiers—linear discriminant analysis (LDA), support vector machine (SVM), and k-nearest neighbor (KNN). In younger people (<55 years), the results showed an accuracy of up to 95.5% with two optimal MSE scales (2D) and up to 97.7% with four optimal MSE scales (4D) in discriminating between young CHF and healthy participants. In older people (≥55 years), the discrimination accuracy reached 90.1% using LDA in 2D, SVM in 3D (three optimal MSE scales), and KNN in 5D (five optimal MSE scales). LDA with a 3D exhaustive search also achieved 94.4% accuracy in older people. Therefore, the results indicate that MSE analysis can differentiate between CHF and healthy individuals of any age.