Heart failure (HF) is a growing health problem which paradoxically results from the advances in the treatment of etiologically related diseases (especially coronary artery disease). HF is commonly accompanied by sleep-disordered breathing (SDB), which may directly exacerbate the clinical manifestations of cardiovascular disease and confers a poorer prognosis. Obstructive sleep apnoea predominates in mild forms while central sleep apnoea in more severe forms of heart failure. Identification of SDB in patients with HF is important, as its effective treatment may result in notable clinical benefits to the patients. Continuous positive airway pressure (CPAP) is the gold standard in the management of SDB. The treatments for central breathing disorders include CPAP, bilevel positive airway pressure (BPAP), and adaptive servoventilation (ASV), with the latter being the most modern method of treatment for the Cheyne-Stokes respiration and involving ventilation support with a variable synchronisation dependent on changes in airflow through the respiratory tract and on the patient's respiratory rate. ASV exerts the most favourable effect on long-term prognosis. In this paper, we review the current state of knowledge on the diagnosis and treatment of SDB with a particular emphasis on the latest methods of treatment.