Pulmonary hypertension is a fatal disease, however reliable prognostic tools are lacking. Heart rhythm complexity analysis is derived from non-linear heart rate variability (HRV) analysis and has shown excellent performance in predicting clinical outcomes in several cardiovascular diseases. However, heart rhythm complexity has not previously been studied in pulmonary hypertension patients. We prospectively analyzed 57 patients with pulmonary hypertension (31 with pulmonary arterial hypertension and 26 with chronic thromboembolic pulmonary hypertension) and compared them to 57 age- and sex-matched control subjects. Heart rhythm complexity including detrended fluctuation analysis (DFA) and multiscale entropy (MSE) and linear HRV parameters were analyzed. The patients with pulmonary hypertension had significantly lower mean RR, SDRR, pNN20, VLF, LF, LF/HF ratio, DFAα1, MSE slope 5, scale 5, area 1-5 and area 6-20 compared to the controls. Receiver operating characteristic curve analysis showed that heart rhythm complexity parameters were better than traditional HRV parameters to predict pulmonary hypertension. Among all parameters, scale 5 had the greatest power to differentiate the pulmonary hypertension patients from controls (AUC: 0.845, P < 0.001). Furthermore, adding heart rhythm complexity parameters significantly improved the discriminatory power of the traditional HRV parameters in both net reclassification improvement and integrated discrimination improvement models. In conclusion, the patients with pulmonary hypertension had worse heart rhythm complexity. MSE parameters, especially scale 5, had excellent single discriminatory power to predict whether or not patients had pulmonary hypertension.