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Sleep-disordered breathing—comprising obstructive sleep apnoea (OSA), central sleep apnoea (CSA), or a combination of the two—is found in over half of heart failure (HF) patients and may have harmful effects on cardiac function, with swings in intrathoracic pressure (and therefore preload and afterload), blood pressure, sympathetic activity, and repetitive hypoxaemia. It is associated with reduced health-related quality of life, higher healthcare utilization, and a poor prognosis. Whilst continuous positive airway pressure (CPAP) is the treatment of choice for patients with daytime sleepiness due to OSA, the optimal management of CSA remains uncertain. There is much circumstantial evidence that the treatment of OSA in HF patients with CPAP can improve symptoms, cardiac function, biomarkers of cardiovascular disease, and quality of life, but the quality of evidence for an improvement in mortality is weak. For systolic HF patients with CSA, the CANPAP trial did not demonstrate an overall survival or hospitalization advantage for CPAP. A minute ventilation-targeted positive airway therapy, adaptive servoventilation (ASV), can control CSA and improves several surrogate markers of cardiovascular outcome, but in the recently published SERVE-HF randomized trial, ASV was associated with significantly increased mortality and no improvement in HF hospitalization or quality of life. Further research is needed to clarify the therapeutic rationale for the treatment of CSA in HF. Cardiologists should have a high index of suspicion for sleep-disordered breathing in those with HF, and work closely with sleep physicians to optimize patient management.