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The prognostic impact of coronary artery disease (CAD) in heart failure is debated. Whereas causes of death have been well described in patients with cardiomyopathy, little is known about how CAD influences causes of death in heart failure with preserved ejection fraction (HFPEF). We undertook a 10-year study and analysed causes of death in relation with CAD in HFPEF and in heart failure with reduced ejection fraction (HFREF).Our prospective analysis included 591 consecutive patients (320 HFPEF and 271 HFREF) hospitalized for the first time for heart failure during 2000 and followed for 10 years. History of CAD was documented in 25% of HFPEF and 39% of HFREF patients (P < 0.001). Overall, CAD was independently predictive of all-cause and cardiovascular death. CAD had powerful prognostic impact in HFREF [adjusted hazard ratio (HR) 1.60 (1.19–2.15) for all-cause death, and adjusted HR 2.01 (1.38–2.92) for cardiovascular death]. In HFPEF, the association between CAD and cardiovascular death was no longer observed after adjustment [adjusted HR 1.01 (0.69–1.50)]. In HFREF, CAD was associated with increased risk of heart failure-related (adjusted HR 2.03 (1.21–3.43)] and myocardial infarction-related fatal events [adjusted HR 3.84 (1.16–12.7)], while HFPEF patients with CAD appeared at greater risk of sudden death [adjusted HR 2.22 (1.05–4.95)].The prognostic impact of CAD is different in HFPEF compared with HFREF. Patients with HFPEF and CAD are at high risk of cardiovascular death, especially sudden death.