Heart failure (HF) with depression is a common comorbidity associated with worse clinical status and quality of life. Although there have been numerous high-quality studies and relevant reviews on HF comorbid with depression, few bibliometric analyses of this field have been reported. In order to understand the development process, research hotspots and future directions, this review analyzes the papers on HF comorbid with depression from January 2002 to December 2021 through CiteSpace and VOSviewer. Visual cooperative networks between countries, authors and institutions were conducted to understand the basic development status of HF comorbid with depression. Furthermore, we performed co-occurrence analysis, burst detection, and timeline analysis for keywords to understand this field's research directions and hotspots. Finally, a detailed review and analysis of the classical literature in this field were conducted based on co-citation analysis. This bibliometric analysis provides an overview of studies on HF comorbid with depression and emphasizes the research on comorbidity mechanisms and more effective interventions as a priority for future research.