There is little evidence on the use of sodium−glucose cotransporter 2 inhibitors in hospitalised patients. This work aims to analyse the glycaemic and clinical efficacy and safety of empagliflozin continuation in patients with type 2 diabetes hospitalised for acute decompensated heart failure. This real-world observational study includes patients treated using our in-hospital antihyperglycaemic regimens (basal-bolus insulin vs. empagliflozin-basal insulin) between 2017 and 2020. A propensity matching analysis was used to match a patient on one regimen with a patient on the other regimen. Our primary endpoints were the differences in glycaemic control, as measured via mean daily blood glucose levels, and differences in the visual analogue scale dyspnoea score, NT-proBNP levels, diuretic response, and cumulative urine output. Safety endpoints were also analysed. After a propensity matching analysis, 91 patients were included in each group. There were no differences in mean blood glucose levels (152.1 ± 17.8 vs. 155.2 ± 19.7 mg/dL, p = 0.289). At discharge, NT-proBNP levels were lower and cumulative urine output greater in the empagliflozin group versus the basal-bolus insulin group (1652 ± 501 vs. 2101 ± 522 pg/mL, p = 0.032 and 16,100 ± 1510 vs. 13,900 ± 1220 mL, p = 0.037, respectively). Patients who continued empagliflozin had a lower total number of hypoglycaemic episodes (36 vs. 64, p < 0.001). No differences were observed in adverse events, length of hospital stay, or in-hospital deaths. For patients with acute heart failure, an in-hospital antihyperglycaemic regimen that includes continuation of empagliflozin achieved effective glycaemic control, lower NT-proBNP, and greater urine output. It was also safer, as it reduced hypoglycaemic episodes without increasing other safety endpoints.