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Iron deficiency (ID), anaemia, and chronic kidney disease (CKD) are common co-morbidities in chronic heart failure (CHF) and all independent predictors of unfavourable outcome. The combination of anaemia and CKD in CHF has been described as the cardiorenal–anaemia syndrome. However, the role of ID within this complex interplay of co-existing pathologies is unclear.We studied the clinical correlates of ID (defined as ferritin <100 μg/L or 100–299 μg/L in combination with a transferrin saturation <20%, anaemia) and renal dysfunction (defined as estimated glomerular filtration rate <60 mL/min/1.73 m2) and their prognostic implications in an international pooled cohort, comprising 1506 patients with CHF. Mean age was 64 ± 13 years, 74.2% were male, and 47.3% were in NYHA functional class III. The presence of ID, anaemia, CKD, or a combination of these co-morbidities was observed in 69.3% of the patients. During a median (Q1–Q3) follow-up of 1.92 years (1.18–3.26 years), 440 patients (29.2%) died. Eight-year survival rates decreased significantly from 58.0% for no co-morbidities to 44.6, 33.0, and 18.4%, for one, two, or three co-morbidities, respectively (P < 0.001). Multivariate hazard models revealed ID to be the key determinant of prognosis, either individually (P = 0.04) or in combination with either anaemia (P = 0.006), CKD (P = 0.03), or both (P = 0.02).Iron deficiency frequently overlaps with anaemia and/or CKD in CHF. The presence of ID amplifies mortality risk, either alone or in combination with anaemia, CKD, or both, making it a potential viable therapeutic target.