Atrial fibrillation (AF) and heart failure (HF) are the major epidemics in the world, which are very similar in risk factors and pathophysiological mechanisms. Patients with atrial fibrillation complicated with heart failure have severe symptoms, poor prognosis and increased hospitalization rate, research shows that the annual incidence rate of atrial fibrillation in heart failure patients is about 57%, and the annual incidence of heart failure in patients with atrial fibrillation is about 37%. The purpose of treatment of atrial fibrillation with heart failure is to reduce the symptoms and improve the survival rate. With the emergence of new therapeutic drugs and the development of new technologies such as radiofrequency ablation, left atrial appendage occlusion and pacemaker implantation, new opportunities have been brought to patients with heart failure and atrial fibrillation. This paper reviews the current situation and research progress of treatment of atrial fibrillation with heart failure from the aspects of thrombosis prevention, ventricular rate control and device therapy.