Objective To investigate the application effect of early warning of heart failure combined with exercise rehabilitation training in coronary heart disease (CHD) with chronic heart failure. Methods A total of 104 patients with CHD and chronic heart failure who were admitted to our hospital from May 2021 to January 2023 were enrolled and divided into experimental group and reference group using a random number table. The patients in the reference group were given routine nursing intervention, and those in the experimental group were given early warning of heart failure combined with exercise rehabilitation training. The two groups were compared in terms of cardiac function parameters, six-minute walk test (6MWT) score, self-management ability score, and Fugl-Meyer Assessment (FMA) scores of the upper and lower limbs before and after intervention, as well as the incidence rate of complications. Results Compared with the reference group, the experimental group had a significantly higher left ventricular ejection fraction and significantly lower left ventricular end-systolic diameter and left ventricular end-diastolic diameter after intervention (P<0.05). Compared with the reference group, the experimental group had significantly higher scores of 6MWT and self-management ability (P<0.05). Compared with the reference group, the experimental group had significantly higher FMA scores of the upper and lower limbs (P<0.05). The experimental group had a significantly lower incidence rate of complications than the reference group (5.77% vs 21.15%, χ²=5.283, P=0.022). Conclusion For patients with CHD and chronic heart failure, early warning of heart failure combined with exercise rehabilitation training can improve cardiac function, 6-minute walk distance, self-management ability, and motor function and reduce complications, and therefore, it holds promise for clinical application.