The role of lipoprotein(a) [Lp(a)] as a possible causal risk factor for atherosclerotic artery disease and aortic valve stenosis has been well established. However, the information on the association between Lp(a) levels and heart failure (HF) is limited and controversial. The main objective of the present study was to assess the association between Lp(a) levels and HF. This systematic review was performed according to PRISMA guidelines. A literature search was performed to detect studies that evaluated the association between Lp(a) levels and HF. Eight studies, including 73,410 patients, were eligible for this research. Seven prospective or retrospective cohorts and one cross-sectional study were analyzed. Five studies analyzed populations without HF; another three included patients with HF or left ventricular dysfunction. The endpoints evaluated varied according to the study analyzed, including incident HF, HF hospitalizations, and decreased left ventricular ejection fraction. Lp(a) levels were also analyzed in different ways, including analysis of Lp(a) as a continuous or categorical variable (distinct cut-off points or percentiles). Globally, the studies included in this review found predominantly positive results. Data on some relevant subgroups, such as HF of ischemic or non-ischemic etiology or HF with or without left ventricular dysfunction, was poorly reported. This systematic review suggests that there would be a positive relationship between Lp(a) levels and HF. Given the complexity and heterogeneity of HF, new studies should be developed to clarify this topic.