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This study aimed to examine the clinical effect of cardiorespiratory fitness (CRF) and improvements in CRF after cardiac rehabilitation (CR) in heart failure (HF) patients for their risk for all-cause mortality and unplanned hospitalization and to investigate possible factors associated with the absence of improvement in CRF after rehabilitation.We included 155 HF patients receiving CR between October 2009 and January 2015. Patients performed an incremental bicycle test to assess CRF through peak oxygen uptake (V˙O2-peak) before and after CR-based supervised exercise training. Patients were classified as responders or nonresponders on the basis of pre-to-post CR changes in V˙O2-peak (≥6% and <6%, respectively). Cox proportional hazards models evaluated all-cause mortality and unplanned hospitalization during 5 yr of follow-up. Patient characteristics, HF features, and comorbidities were used to predict changes in V˙O2-peak using logistic regression analysis.Seventy HF patients (45%) were classified as responder. Nonresponders had a significantly higher risk for all-cause mortality or hospitalization (hazard ratio, 2.15; 95% confidence interval (CI), 1.17–3.94) compared with responders. This was even higher in nonresponders with low CRF at baseline (hazard ratio, 4.88; 95% CI, 1.71–13.93). Factors associated with nonresponse to CR were age (odds ratio (OR), 1.07/yr; 95% CI, 1.03–1.11), baseline V˙O2-peak (OR, 1.16 mL·min−1·kg−1; 95% CI, 1.06–1.26), and adherence to CR (OR, 0.98/percentage; 95% CI, 0.96–0.998).Independent from baseline CRF, the inability to improve V˙O2-peak by CR doubled the risk for death or unplanned hospitalization. The combination of lower baseline CRF and nonresponse was associated with even poorer clinical outcomes. Especially older HF patients with higher baseline V˙O2-peak and lower adherence have a higher probability of becoming a nonresponder.