Endotyping is an emerging concept in which diseases are classified into distinct subtypes based on underlying molecular mechanisms. Heart failure (HF) is a complex clinical syndrome that encompasses multiple endotypes with differential risks of adverse events, and varying responses to treatment. Identifying these distinct endotypes requires molecular-level investigation involving multi-“omics” approaches, including genomics, transcriptomics, proteomics, and metabolomics. The derivation of these HF endotypes has important implications in promoting individualized treatment and facilitating more targeted selection of patients for clinical trials, as well as in potentially revealing new pathways of disease that may serve as therapeutic targets. One challenge in the integrated analysis of high-throughput omics and detailed clinical data is that it requires the ability to handle “big data”, a task for which machine learning is well suited. In particular, unsupervised machine learning has the ability to uncover novel endotypes of disease in an unbiased approach. In this review, we will discuss recent efforts to identify HF endotypes and cover approaches involving proteomics, transcriptomics, and genomics, with a focus on machine-learning methods.