Heart failure (HF) is the leading cause of morbidity and mortality in developed countries, and it is the primary cause of mortality in the elderly worldwide. The processes of inflammatory response activation, production and release of pro-inflammatory cytokines, activation of the complement system, synthesis of autoantibodies, and overexpression of Class II major histocompatibility complex molecules contribute to the HF development and progression. High levels of circulating cytokines correlate with the severity of HF, measured with the use of New York Heart Association’s classification, and prognosis of the disease. In HF, there is an imbalance between pro-inflammatory and anti-inflammatory cytokines. Concentrations of several interleukins are increased in HF, including IL-1β, IL-6, IL-8, IL-9, IL-10, IL-13, IL-17, and IL-18, whereas the levels of IL-5, IL-7, or IL-33 are down-regulated. Concentrations of inflammatory mediators are associated with cardiac function and can be HF markers and predictors of adverse outcomes or mortality. This review presents the role of interleukins, which contribute to the HF initiation and progression, the importance of their pathways in transition from myocardial injury to HF, and the role of interleukins as markers of disease severity and outcome predictors.