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Background: The triglyceride glucose-body mass index (TyG-BMI) is recognized as a reliable surrogate for evaluating insulin resistance and an effective predictor of cardiovascular disease. However, the link between TyG-BMI index and adverse outcomes in heart failure (HF) patients remains unclear. This study examines the correlation of the TyG-BMI index with long-term adverse outcomes in HF patients with coronary heart disease (CHD). Methods: This single-center, prospective cohort study included 823 HF patients with CHD. The TyG-BMI index was calculated as follows: ln [fasting triglyceride (mg/dL) × fasting blood glucose (mg/dL)/2] × BMI. To explore the association between the TyG-BMI index and the occurrences of all-cause mortality and HF rehospitalization, we utilized multivariate Cox regression models and restricted cubic splines with threshold analysis. Results: Over a follow-up period of 9.4 years, 425 patients died, and 484 were rehospitalized due to HF. Threshold analysis revealed a significant reverse "J"-shaped relationship between the TyG-BMI index and all-cause mortality, indicating a decreased risk of all-cause mortality with higher TyG-BMI index values below 240.0 (adjusted model: HR 0.90, 95% CI 0.86–0.93; Log-likelihood ratio p = 0.003). A distinct "U"-shaped nonlinear relationship was observed with HF rehospitalization, with the inflection point at 228.56 (adjusted model: below: HR 0.95, 95% CI 0.91–0.98; above: HR 1.08, 95% CI 1.03–1.13; Log-likelihood ratio p < 0.001). Conclusions: This study reveals a nonlinear association between the TyG-BMI index and both all-cause mortality and HF rehospitalization in HF patients with CHD, positioning the TyG-BMI index as a significant prognostic marker in this population. [ABSTRACT FROM AUTHOR]