We compared cognitive profiles in chronic heart failure patients (HF), heart transplant recipients (HT) and healthy controls (HC) and examined the relationship between cardiorespiratory fitness ($\dot{V}$O_2peak), peak cardiac output (CO_peak) and cognitive performance. Stable HT patients (n = 11), HF patients (n = 11) and HC (n = 13) (61.5 ± 8.5 years) were recruited. Four cognitive composite scores targeting different cognitive functions were computed from neuropsychological tests: working memory, processing speed, executive functions and verbal memory. Processing speed and executive function scores were higher, which indicates lower performances in HF and HT compared to HC (p < 0.05). $\dot{V}$O_2peak and first ventilatory threshold (VT₁) were lower in HF and HT vs. HC (p < 0.01). CO_peak was lower in HF vs. HT and HC (p < 0.01). Processing speed, executive function and verbal memory performances were correlated with $\dot{V}$O_2peak, VT₁ and peak cardiac hemodynamics (p < 0.05). Mediation analyses showed that $\dot{V}$O_2peak and VT₁ mediated the relationship between group and processing speed and executive function performances in HF and HT. CO_peak fully mediated executive function and processing speed performances in HF only. $\dot{V}$O_2peak and CO_peak were related to cognitive performance in the entire sample. In addition, $\dot{V}$O_2peak and VT₁ fully mediated the relationship between group and executive function and processing speed performances.