Aims: Chronic kidney disease (CKD) is a well-established risk factor for heart failure (HF); however, patients with an estimated glomerular filtration rate (eGFR) < 30 mL/min/1.73 m² have been systematically excluded from clinical trials. This study investigated the incidence of HF and kidney outcomes in HF patients with and without advanced CKD, that is, eGFR < 30. Methods: From nationwide registries, HF patients were identified from 2014 to 2018 and categorized into three groups according to baseline eGFR (eGFR ≥ 60, 60 > eGFR ≥ 30 and eGFR < 30). The incidence of primary outcomes (all-cause mortality, HF hospitalization, end-stage kidney disease and sustained 50% eGFR decline) was estimated using cumulative incidence functions. Results: Of the 21 959 HF patients included, the median age was 73.9 years, and 30% of patients had an eGFR between 30 and 60 and 7% had an eGFR < 30. The 4 year incidence of all-cause mortality was highest for patients with eGFR < 30 (28.3% for patients with eGFR ≥ 60, 51.6% for patients with 60 > eGFR ≥ 30 and 72.2% for patients with eGFR < 30). The 4 year incidence of HF hospitalization was comparable between the groups (25.8%, 29.8% and 26.1% for patients with eGFR ≥ 60, 60 > eGFR ≥ 30 and eGFR < 30, respectively). For patients with eGFR < 30, kidney outcomes were four times more often the first event than patients with eGFR > 30 (4 year incidence of kidney outcome as the first event was 5.0% for eGFR ≥ 60, 4.8% for 60 > eGFR ≥ 30 and 20.1% for eGFR < 30). Conclusions: Patients with advanced CKD had a higher incidence of mortality and poorer kidney outcomes than those without advanced CKD, but a similar incidence of HF hospitalizations.