Background: Symptoms of anxiety, depression, and cognitive impairment are common in heart failure (HF) patients, but there are inconsistencies in the literature regarding their relationship and effects on exercise capacity. Objectives: The aim of this study was to explore the relationships between exercise capacity and anxiety, depression, and cognition in HF patients. Methods: This was a secondary analysis on the baseline data of the Italian subsample (n = 96) of HF patients enrolled in the HF-Wii study. Data was collected with the 6-minute walk test (6MWT), Hospital Anxiety and Depression Scale, and Montreal Cognitive Assessment. Results: The HF patients walked an average of 222 (SD 114) meters on the 6MWT. Patients exhibited clinically elevated anxiety (48%), depression (49%), and severe cognitive impairment (48%). Depression was independently associated with the distance walked on the 6MWT. Conclusions: The results of this study reinforced the role of depression in relation to exercise capacity and call for considering strategies to reduce depressive symptoms to improve outcomes of HF patients. (C) 2018 Elsevier Inc. All rights reserved.