Introduction. Heart failure is the result of primary ventricular dysfunction followed by neurohormorais changes, distribution of cardiac output, peripheral circulation, the skeletal and respiratory muscles, which determine their clinical and prognosis. Despite the advancement in treatment, morbidity and mortality remain high. Physical training appears as a therapeutic strategy, because most of its beneficial effects is by inducing changes in peripheral physiological changes resulting from heart failure. Associated factors that may contribute to its progression and worse prognosis, now beginning to be studied, such as sleep apnea, the diagnosis provides important prognostic information and a potential therapeutic option for these patients.