Elevated brain natriuretic peptide (BNP) and tumour marker antigen carbohydrate 125 (CA125) levels have shown to be associated with higher risk for adverse outcomes in patients with acute heart failure (AHF). Nevertheless, no attempt has been made to explore the utility of combining these two biomarkers. We sought to assess whether CA125 adds prognostic value to BNP in predicting 6-month all-cause mortality in patients with AHF. We analysed 1111 consecutive patients admitted for AHF. Antigen carbohydrate 125 (U/mL) and BNP (pg/mL) were measured at a median of 72 ± 12 h after instauration of treatment. Antigen carbohydrate 125 and BNP were dichotomized based on proposed prognostic cutpoints, and a variable with four categories was formed (BNP–CA125): C1 = BNP < 350 and CA125 < 60 (n = 394); C2 = BNP ≥ 350 and CA125 < 60 (n = 165); C3 = BNP < 350 and CA125 ≥ 60 (n = 331); and C4 = BNP ≥ 350 and CA125 ≥ 60 (n = 221). The independent association between BNP–CA125 and mortality was assessed with the Cox regression analysis, and their added predictive ability tested by the integrated discrimination improvement (IDI) index. At 6 months, 181 deaths (16.3%) were identified. The cumulative rate of mortality was lower for patients in C1 (7.8%), intermediate for C2 and C3 (17.8% and 16.9%, respectively), and higher for C4 (37.2%), and P-value for trend <0.001. After adjusting for established risk factors, the highest risk was observed when both biomarkers were elevated (C4 vs. C1: HR = 4.05, 95% CI = 2.54–6.45; P < 0.001) and intermediate when only one of them was elevated: (C2 vs. C1: HR = 1.71, 95% CI = 1.00–2.93; P = 0.050) and (C3 vs. C1: HR = 2.10, 95% CI = 1.30–3.39; P = 0.002). Moreover, when CA125 was added to the clinical model + BNP, a 10.4% (P < 0.0001) improvement in the IDI (on the relative scale) was found. In patients admitted with AHF, CA125 added prognostic value beyond the information provided by BNP, and thus, their combination enables better 6-month risk stratification.