Heart failure (HF) is becoming increasingly prevalent and affects both men and women. However, women have traditionally been underrepresented in HF clinical trials. In this study, we aimed to analyze sex differences in the comorbidity, therapy, and health services’ use of HF patients. We conducted a cross-sectional study in Aragón (Spain) and described the characteristics of 17,516 patients with HF. Women were more frequent (57.4 vs. 42.6%, p < 0.001) and older (83 vs. 80 years, p < 0.001) than men, and presented a 33% lower risk of 1-year mortality (p < 0.001). Both sexes showed similar disease burdens, and 80% suffered six or more diseases. Some comorbidities were clearly sex-specific, such as arthritis, depression, and hypothyroidism in women, and arrhythmias, ischemic heart disease, and COPD in men. Men were more frequently anti-aggregated and anti-coagulated and received more angiotensin-converting-enzyme (ACE) inhibitors and beta-blockers, whereas women had more angiotensin II antagonists, antiinflammatories, antidepressants, and thyroid hormones dispensed. Men were admitted to specialists (79.0 vs. 70.6%, p < 0.001), hospital (47.0 vs. 38.1%, p < 0.001), and emergency services (57.6 vs. 52.7%, p < 0.001) more frequently than women. Our results highlight the need to conduct future studies to confirm the existence of these differences and of developing separate HF management guidelines for men and women that take into account their sex-specific comorbidity.