(1) Background and aim: This study aimed to investigate the impact of prehabilitation on the postoperative outcomes of heart transplantation and its cost-effectiveness. (2) Methods: This single-center, ambispective cohort study included forty-six candidates for elective heart transplantation from 2017 to 2021 attending a multimodal prehabilitation program consisting of supervised exercise training, physical activity promotion, nutritional optimization, and psychological support. The postoperative course was compared to a control cohort consisting of patients transplanted from 2014 to 2017 and those contemporaneously not involved in prehabilitation. (3) Results: A significant improvement was observed in preoperative functional capacity (endurance time 281 vs. 728 s, p < 0.001) and quality-of-life (Minnesota score 58 vs. 47, p = 0.046) after the program. No exercise-related events were registered. The prehabilitation cohort showed a lower rate and severity of postoperative complications (comprehensive complication index 37 vs. 31, p = 0.033), lower mechanical ventilation time (37 vs. 20 h, p = 0.032), ICU stay (7 vs. 5 days, p = 0.01), total hospitalization stay (23 vs. 18 days, p = 0.008) and less need for transfer to nursing/rehabilitation facilities after hospital discharge (31% vs. 3%, p = 0.009). A cost-consequence analysis showed that prehabilitation did not increase the total surgical process costs. (4) Conclusions: Multimodal prehabilitation before heart transplantation has benefits on short-term postoperative outcomes potentially attributable to enhancement of physical status, without cost-increasing.