AIMS: A 5-point change in the Kansas City Cardiomyopathy Questionnaire (KCCQ) is commonly considered to be a clinically significant difference in health status in patients with heart failure. We evaluated how the magnitude of change relates to subsequent clinical outcomes. METHODS AND RESULTS: Using data from the HF-ACTION trial of exercise training in chronic heart failure (n = 2331), we used multivariable Cox regression with piecewise linear splines to examine the relationship between change in KCCQ overall summary score from baseline to 3 months (range 0-100; higher scores reflect better health status) and subsequent all-cause mortality/hospitalization. Among 2038 patients with KCCQ data at the 3-month visit, KCCQ scores increased from baseline by ≥5 points for 45%, scores decreased by ≥5 points for 23%, and scores changed by <5 points for the remaining 32% of patients. There was a non-linear relationship between change in KCCQ and outcomes. Worsening health status was associated with increased all-cause mortality/hospitalization (adjusted hazard ratio 1.07 per 5-point KCCQ decline; 95% confidence interval 1.03-1.12; P < 0.001). In contrast, improving health status, up to an 8-point increase in KCCQ, was associated with decreased all-cause mortality/hospitalization (adjusted hazard ratio 0.93 per 5-point increase; 95% confidence interval 0.90-0.97; P < 0.001). Additional improvements in health status beyond an 8-point increase in KCCQ was not associated with all-cause death or hospitalization (P = 0.42). CONCLUSION: In patients with heart failure, small changes in KCCQ are associated with changing future risk, but more research will be necessary to understand how different magnitudes of improving health status affect outcomes.