Heart failure (HF) predominantly affects elderly individuals and has a significant impact on the health systems of developed countries. Comorbidities are present in most patients with HF by acting as the cause, the consequence or a mere coincidence. In addition to their high prevalence, they have considerable relevance because they can mask symptoms, impede the diagnosis and treatment, contribute to progression and negatively influence the prognosis of HF. Most of the associated comorbidities result in a greater number of hospitalisations, poorer quality of life and increased mortality. Given that many of these comorbidities are underdiagnosed, their detection could improve the outcome and quality of life of patients with HF. This article reviews the prevalence and prognostic meaning of the most prevalent comorbidities associated with HF.