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Introduction and objectives Heart failure (HF) is highly prevalent in older adults and is frequently associated with frailty, leading to increased morbidity, hospitalization, disability, and mortality. Exercise training (ET) has demonstrated benefits in HF and frailty separately, but its effects in frail older adults with HF have not been extensively evaluated. This systematic review aimed to synthesize the evidence on the effects of ET on health outcomes in frail older patients with HF. Methods A systematic review of interventional studies was conducted following PRISMA and Cochrane Handbook guidelines. MEDLINE (PubMed), SCOPUS, and Scielo were searched up to March 2026. Inclusion criteria were: (a) intervention studies involving frail adults aged ≥60 years with HF, (b) evaluation of chronic effects of ET on health outcomes, and (c) publication in English. Study selection and data extraction were performed independently by four reviewers, with a fifth reviewer resolving disagreements. Methodological quality of randomized controlled trials was assessed using the PEDro scale. Results Six investigations were included. Overall quality assessment results ranged from 4 to 7. Studies were conducted in Japan and the United States. All were randomized controlled trials with sample sizes ranging from 30 to 337 participants (mean age 72.5 years). Frailty was assessed using the Frailty Phenotype, Frailty Index, and Short Physical Performance Battery. ET interventions varied in duration and modality, and were mostly characterized by multicomponent (e.g., resistance, endurance, flexibility) exercise training protocols. Adverse events were infrequent; one study reported musculoskeletal pain in 25% of participants. ET significantly improved HF symptoms, frailty status, physical function (mobility, muscle strength, aerobic capacity), physical activity levels, quality of life, and depressive symptoms. Improvements in hemoglobin and cholesterol were also observed. Meta-analysis was not performed due to heterogeneity in interventions and outcome measures. Conclusion Cardiac rehabilitation programs based on ET protocols appear to improve clinical and functional outcomes in frail older adults with HF. However, evidence is limited by the small number of studies, variability in intervention protocols, and heterogeneity in outcome assessment. Further high-quality randomized trials are needed to confirm these findings and establish optimal ET strategies for this vulnerable population.