Heart failure is a serious condition with high prevalence (about 2% in the adult population in developed countries, and more than 8% in patients older than 75 years). About 3–5% of hospital admissions are linked with heart failure incidents. The guidelines of the European Society of Cardiology for the diagnosis and treatment of acute and chronic heart failure have identified individual markers in patients with heart failure, including demographic data, aetiology, comorbidities, clinical, radiological, haemodynamic, echocardiographic and biochemical parameters. Several scoring systems have been proposed to identify adverse events, such as destabilizations, re-hospitalizations and mortality. This article reviews scoring systems for heart failure prognostication, with particular mention of those models with exercise tolerance objective definition. Although most of the models include readily available clinical information, quite a few of them comprise circulating levels of natriuretic peptides and a more objective evaluation of exercise tolerance. A literature review was also conducted to (a) identify heart failure risk-prediction models, (b) assess statistical approach, and (c) identify common variables.