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Background and aim: Heart failure (HF) is a clinical syndrome associated with poor quality of life and prognosis, and premature mortality. The aim of this study was to assess the prevalence of depression and its risk factors in HF patients. Methods: The study included 151 HF patients (mean age of 66.6 ± 11 years, 52.3% female). Based on ejection fraction (EF), the study cohort was divided into the following two groups: group-I: HFpEF patients (EF ≥ 50%, n = 47) and group-II: HFrEF patients (EF < 40%, n = 104). For the enrolled patients, demographic, clinic and echocardiographic indices, and depression scale results were collected. Results: The patients with HF and depression were older, mostly females, more obese, and had a higher glycemic level and higher NYHA functional class compared with the patients without depression (p < 0.05 for all). The left ventricle (LV) and left atrial (LA) dimensions were larger, and EF was lower, in patients with depression compared to those without depression (p < 0.05 for all), while the right ventricle (RV) measurements did not differ (p > 0.05). The same parameters remained significantly different when the patients were divided into HFpEF and HFrEF. The depression scale correlated with glycemic level (r = 0.51, p = 0.01), obesity (rpb = 0.53, p = 0.001), age (r = 0.47, p = 0.02), and severity of NYHA class (rpb = 0.54, p = 0.001). On a multivariate model, BMI ≥ 30 kg/m2, OR 1.890 (1.199 to 3.551; 0.02) glycemic level ≥ 8.5 mmol/L, OR 2.802 (1.709 to 5.077; p = 0.01), and NYHA class > 2, OR 2.103 (1.389 to 4.700; p = 0.01), proved to be the most powerful independent predictors of depression, in the group as a whole. Obesity and uncontrolled diabetes predicted depression, irrespective of EF. Conclusions: In this modest cohort of HF patients, obesity and uncontrolled diabetes were independent predictors of depression, irrespective of LV systolic function. This emphasizes the important role of medical education for better control of such risk factors.