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Abstract Aims The objective of this study was to examine associations between elevated depressive symptoms and increased risk of adverse clinical events patients with heart failure and reduced ejection fraction (HFrEF), as well as the potential contribution of health behaviours. Methods and results One hundred forty‐two men and women with HFrEF were enrolled through heart failure (HF) clinics and followed over time. At baseline and 6 months, depressive symptoms were assessed by the Beck Depression Inventory‐II (BDI‐II) and HFrEF disease activity by B‐type natriuretic peptide (BNP). The Self‐Care of Heart Failure Index (SCHFI) was used to assess HF self‐care behaviours. Proportional hazards regression models assessed the contribution of depressive symptoms and HFrEF disease biomarkers on death or cardiovascular hospitalization. Over a median follow‐up period of 4 years, 42 patients (30%) died, and 84 (60%) had cardiovascular hospitalizations. A 10‐point higher baseline BDI‐II score was associated with a 35% greater risk of death or cardiovascular hospitalization. Higher baseline BDI‐II scores were associated with poorer HF self‐care maintenance behaviours (R = −0.30, P