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Reduced cardiorespiratory fitness, typically quantified as peak oxygen uptake (VO₂peak) during cardiopulmonary exercise testing, is a key marker of functional limitation and adverse prognosis in heart failure. The cardiometabolic index (CMI), a composite of waist-to-height ratio and the triglyceride-to-high-density lipoprotein cholesterol ratio, captures central adiposity and atherogenic dyslipidemia. However, its association with VO2peak in heart failure is not well defined. The study analyzed data from 505 patients with heart failure who underwent symptom-limited cardiopulmonary exercise testing between January 2022 and January 2024. Patients were stratified into tertiles by CMI. Impaired cardiorespiratory fitness was defined as VO2peak ≤ 20 mL/kg/min. The primary inferential analyses used multivariable logistic regression to estimate the association between CMI tertiles and impaired VO2peak, and restricted cubic spline models to examine whether this association showed a non-linear pattern. Exploratory association-decomposition analyses were used to evaluate candidate intermediate phenotypes, and complementary predictive models were included only to assess whether classification performance improved modestly beyond the regression framework. Higher CMI levels were associated with increased odds of impaired VO₂peak after multivariable adjustment (highest vs. lowest tertile: OR = 3.94, 95% CI 2.04–7.84; p < 0.01). Restricted cubic spline analysis showed a significant non-linear association, with odds increasing above CMI ≈ 0.79 and peaking around 1.17. Exploratory association-decomposition analyses identified statistically prominent candidate intermediate phenotypes, whereas complementary predictive models showed only modest performance gains beyond logistic regression. CMI is a simple, cost-effective, and readily available metabolic index that is strongly associated with impaired cardiorespiratory fitness in patients with HF, particularly HFpEF. The main contribution of this study is the demonstration of a robust and non-linear association between higher CMI and impaired VO2peak, supporting the potential utility of CMI for pragmatic risk stratification in metabolically associated heart failure.