Abstract Aim To analyse factors associated with cognitive frailty among older chronic heart failure patients in China. Design A cross‐sectional design. Methods Between August 2021 and November 2022, a total of 421 chronic heart failure patients (age ≥60 years) were randomly selected from the cardiology department of the affiliated hospital of Zunyi Medical University. The FRAIL scale, Mini‐Mental State Examination, 15‐item Geriatric Depression Scale, Social Support Rating Scale, Short‐form Mini Nutritional Assessment and Pittsburgh Sleep Quality Index were utilized for measurement and evaluation. The demographic and clinical characteristics of patients were collected. To select initial variables, the Least Absolute Shrinkage Selection Operator was applied, and then logistic regression analysis was used to confirm associating factors. Results Among 421 elderly people with chronic heart failure, 83 cases (19.7%) showed cognitive frailty. Of 31 variables, seven were selected by Least Absolute Shrinkage Selection Operator regression. Finally, multivariate logistic regression revealed that the age, monthly salary, drinking, NYHA classification, length of hospital stay, depression and malnutrition risk/malnutrition were independently associated with cognitive frailty. Conclusion The high proportion of cognitive frailty in older people with chronic heart failure should be concerned. Additionally, in the setting of cognitive frailty, efforts to diagnose it and develop interventions to prevent or reverse cognitive frailty status among older chronic heart failure patients are necessary. Impact The findings of our study highlight the necessity to evaluate cognitive frailty in older people with chronic heart failure and provide a new perspective and scientific basis for medical staff to develop individualized and specific interventions to prevent or reverse cognitive frailty status. Reporting Method This study has been reported in compliance with STROBE reporting guidelines for cross‐sectional studies. Patient or Public Contribution No Patient or Public Contribution.