In the treatment of heart failure (HF), oxygen administration has been an almost routine treatment in modern medical practice. There are various oxygen administration methods, including low-flow oxygen therapy, high-flow oxygen therapy, positive pressure ventilation (non-invasive or invasive methods), and extracorporeal membrane oxygenation (ECMO). The most crucial aspect of oxygen therapy for HF is to understand the characteristics of these administration modalities and select the optimal oxygen administration method for the patients. The classic method of oxygen therapy is low-flow oxygen therapy. Low-flow oxygen therapy includes nasal cannulas, simple oxygen masks, and masks with reservoirs. The high-flow oxygen therapy uses Venturi masks. If the patients cannot satisfy the oxygen demand of their organs with these oxygen administration modalities, we should convert to non-invasive positive pressure support ventilation (NIPPV). This ventilation applies positive pressure to the thoracic cavity via an interface. The modalities of NIPPV include high-flow nasal cannulas, continuous positive airway pressure, bi-level positive airway pressure, and adaptive servo-ventilation (ASV). If patients cannot maintain blood oxygenation with these modalities, we should select invasive positive pressure ventilation under intubation. Furthermore, we should convert to ECMO in cases of cardiogenic shock in which systemic oxygen supply is severely impaired. If hypoxemia improves, weaning of oxygen administration should proceed promptly. Recently, attention has also begun to focus on the harmful effects of high oxygen inhalation and hyperoxemia. However, because HF is a syndrome that affects all organs, we must avoid inadequate oxygen administration leading to iatrogenic hypoxemia, to avoid hyperoxemia. Therefore, we should regulate the oxygen administration for patients with HF under consideration of the safety and feasibility of appropriate oxygen supply to avoid hyperoxemia.