Heart failure (HF) is a complex clinical syndrome that can result from any structural or functional cardiac disorder that impairs the ability of the ventricle to fill or eject blood and affects the function of multiple organs, including the brain, through diverse and complex mechanisms. In recent years, increasing emphasis have been put on bi-directional feedback interactions between the heart and the brain in the research of HF-associated diseases, and HF-related cognitive impairment (CI) has received great clinical attention. Although several studies have suggested that HF patients complicated with CI is associated with prolonged in-hospital stay and increased mortality, screening for CI in HF patients is not conducted routinely in the current practice, which contributes to misdiagnoses and thus affects the prognosis of patients. Therefore, this articles reviews the recent progress in pathophysiological mechanisms, clinical research, screening tools, and treatments of HF-related CI, which may warrant special attention in HF practice.