This systematic review evaluates the effectiveness of the Kansas City Cardiomyopathy Questionnaire (KCCQ) in assessing quality of life improvements among patients with heart failure (HF) undergoing various forms of exercise training rehabilitation, including telemedicine and in-person modalities, across all stages of HF, irrespective of ejection fraction (EF) and clinical status. The aim was to collate evidence from studies employing the KCCQ as a measure of quality of life (QoL). A comprehensive search strategy was implemented across PubMed, Scopus, and Embase databases, adhering to the PRISMA guidelines, including literature up until October 2023. Inclusion criteria encompassed studies on patients diagnosed with HF undergoing exercise training rehabilitation assessed by KCCQ. Nine articles met the inclusion criteria, involving a total of 3905 patients from various global locations and conducted between 2012 and 2022. Results indicated significant heterogeneity in exercise interventions and patient characteristics. Notably, high-intensity interval training (HIIT) showed a marked improvement in KCCQ scores (from 68.0 to 80.0) compared to moderate continuous training (MCT) and control groups, underscoring its potential for enhancing QoL. Additionally, a significant improvement in the 6-min walking test (6MWT) outcomes was observed, with an average increase of 106 m (95% CI: 60, 152) in one study, reflecting physical capacity enhancements. However, the difference in KCCQ scores between intervention and control groups was not statistically significant in several studies. In conclusion, the KCCQ’s effectiveness is highlighted by its ability to detect clinically meaningful improvements in QoL across diverse exercise modalities, including HIIT and MCT, tailored to the specific needs of HF populations. The consistent correlation between KCCQ score improvements and enhanced physical outcomes, such as the 6MWT, supports its reliability in capturing the nuanced benefits of exercise interventions on patient well-being.