This study aimed to investigate the efficacy of the HFA-PEFF score in predicting the long-term risks in patients with acute myocardial infarction (AMI) and an HFA-PEFF score ≥ 2. The subjects were divided according to their HFA-PEFF score into intermediate (2–3 points) and high (4–6 points) score groups. The primary outcome was all-cause mortality. Of 1018 patients with AMI and an HFA-PEFF score of ≥2, 712 (69.9%) and 306 (30.1%) were classified into the intermediate and high score groups, respectively. Over a median follow-up of 4.8 (3.2, 6.5) years, 114 (16.0%) and 87 (28.4%) patients died in each group. Multivariate Cox regression identified a high HFA-PEFF score as an independent predictor of all-cause mortality [hazard ratio (HR): 1.53, 95% CI: 1.15–2.04, p = 0.004]. The predictive accuracies for the discrimination and reclassification were significantly improved (C-index 0.750 [95% CI 0.712–0.789]; p = 0.049 and NRI 0.330 [95% CI 0.180–0.479]; p < 0.001) upon the addition of a high HFA-PEFF score to clinical risk factors. The model was better at predicting combined events of all-cause mortality and heart failure readmission (C-index 0.754 [95% CI 0.716–0.791]; p = 0.033, NRI 0.372 [95% CI 0.227–0.518]; p < 0.001). In the AMI cohort, the HFA-PEFF score can effectively predict the prognosis of patients with an HFA-PEFF score of ≥2.