In patients with heart failure fluid overload is clinically evident as systemic and/or pulmonary congestion, and represents a key issue in the therapeutic approach to the syndrome. Ultrafiltration, obtained by dedicated machines or standard dialysis machines (isolated ultrafiltration), or by the use of the peritoneal membrane (peritoneal ultrafiltration), has been recently proposed for fluid overload correction. This review is aimed at illustrating the operative background, safety, efficacy and cost issues of the different ultrafiltration modalities in heart failure. We retrieved all full-text non-duplicated articles documenting clinical studies on ultrafiltration in heart failure and describing patient characteristics, ultrafiltration procedures, renal outcome and adverse effects, by searching MEDLINE, EMBASE and the Cochrane Central Register of Controlled Trials up to December 31, 2011, with the terms ''heart failure'' and ''ultrafiltration OR hemofiltration'' and ''heart failure'' and "peritoneal dialysis". Isolated ultrafiltration can be considered potentially safe for the heart and the kidney in heart failure, and is efficacious for fluid overload removal. However, the available evidence does not support its widespread use as a substitute for conventional diuretic therapy. Isolated ultrafiltration should be employed neither as a quicker way to achieve mechanical diuresis nor as a remedy for an apparently inadequate response to conventional diuretic therapy. Peritoneal ultrafiltration is a promising ultrafiltration procedure that can be safely and successfully performed in heart failure; however, also in this case larger-scale randomized controlled trials are needed. The available evidence supports the concept of reserving ultrafiltration modalities for selected patients with advanced heart failure and true diuretic resistance, as part of a more integrated strategy aimed at fluid overload control.