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Chronic heart failure (HF) with either reduced or preserved ejection fraction is common and remains an extremely serious disorder with a high mortality and morbidity. Many complications related to HF can be related to thrombosis. Epidemiological and pathophysiological data also link HF to an increased risk of thrombosis, leading to the clinical consequences of sudden death, stroke, systemic thrombo-embolism, and/or venous thrombo-embolism. This consensus document of the Heart Failure Association (EHFA) of the European Society of Cardiology (ESC) and the ESC Working Group on Thrombosis reviews the published evidence and summarizes ‘best practice’, and puts forward consensus statements that may help to define evidence gaps and assist management decisions in everyday clinical practice. In HF patients with atrial fibrillation, oral anticoagulation is recommended, and the CHA2DS2-VASc and HAS-BLED scores should be used to determine the likely risk–benefit ratio (thrombo-embolism prevention vs. risk of bleeding) of oral anticoagulation. In HF patients with reduced left ventricular ejection fraction who are in sinus rhythm there is no evidence of an overall benefit of vitamin K antagonists (e.g. warfarin) on mortality, with risk of major bleeding. Despite the potential for a reduction in ischaemic stroke, there is currently no compelling reason to use warfarin routinely for these patients. Risk factors associated with increased risk of thrombo-embolic events should be identified and decisions regarding use of anticoagulation individualized. Patient values and preferences are important determinants when balancing the risk of thrombo-embolism against bleeding risk. New oral anticoagulants that offer a different risk–benefit profile compared with warfarin may appear as an attractive therapeutic option, but this would need to be confirmed in clinical trials.