To appraise published studies on the use of supplemental oxygen in chronic heart failure. Chronic breathlessness is a characterizing symptom of symptomatic heart failure resulting in substantial disability and healthcare utilization and is the primary reason for emergency room visits and hospitalizations. In spite of the variable evidence, oxygen therapy is commonly administered both acutely and chronically. Moreover, the role of oxygen therapy to relieve chronic breathlessness in heart failure is not well described, particularly in normoxemic or mild or intermittent hypoxemic states. In fact, several studies have shown the detrimental effects of oxygen therapy with normal oxygen saturation levels. A systematic review using PRISMA guidelines. Four databases PubMed, Embase, CINAHL, and Web of Science were systematically searched from January 2001 to January 2019 investigating the use of oxygen in heart failure. Duplicate articles were removed from the review. Titles and abstracts were screened for inclusion and exclusion criteria. The remaining full-text articles were reviewed and hand-searched for additional references. The quality of the full-text articles was assessed using standardized critical appraisal instruments by the Joanna Briggs Institute. A total of 11 studies, including three intervention and eight non-interventions studies, were included in this review from 1072 non-duplicated records retrieved. Sample size ranged from 4 to 5862. In spite of common usage, this review suggests that there are scant data available to justify the use of oxygen in individuals with non-hypoxemic chronic heart failure and chronic breathlessness.