Depression is common in patients with chronic heart failure (CHF), and is associated with an increased risk of adverse health outcomes. There is a paucity of data on this subject from the developing countries. The aim was to examine the prevalence and related factors of depressive symptoms among Chinese inpatients with CHF. A cross-sectional study was conducted. PHQ-9 questionnaire was used to assess depressive symptoms. The overall prevalence of depressive symptoms was 7.5%. Low BMI (OR = 4.837, CI = 1.278–18.301, p = 0.02), disease duration 3–5 years (OR = 5.033, CI = 1.248–20.292, p = 0.023) and 5–10 years (OR = 5.848, CI = 1.440–23.744, p = 0.013) were risk factors for depressive symptoms, while being married (OR = 0.304, CI = 0.123–0.753, p = 0.010) was protective factor. We should pay more attention to patients without a spouse, with low BMI and whose disease duration is between 3 and 10 years in Chinese inpatients with CHF.