Objective: To analyze the effect of continuity of care in the cardiac intensive care unit (CICU) on improving cognitive function and psychological state in patients with heart failure (HF). Methods: A total of 112 chronic HF patients admitted to the CICU of Xuzhou Traditional Chinese Medicine Hospital from July 2022 to August 2024 were selected and randomly divided into two groups using the red and blue ball method: a control group (n = 56) and a study group (n = 56). The control group received routine CICU nursing management, while the study group received routine CICU nursing combined with continuity of care management. Cognitive function (using the Montreal Cognitive Assessment, MoCA), psychological state (using the Self-Rating Depression Scale, SDS, and Self-Rating Anxiety Scale, SAS), and quality of life (using the Minnesota Living with Heart Failure Questionnaire, MLHFQ) were compared between the two groups. Results: After the intervention, the cognitive function scores of the study group were significantly higher than those of the control group (P < 0.05). The SDS and SAS scores of the study group were significantly lower than those of the control group after the intervention (P < 0.05). The quality of life in the study group was also significantly better than in the control group (P < 0.05). Conclusion: CICU continuity of care can effectively improve cognitive function and psychological state in patients with HF, while also enhancing their quality of life.