•Daily step counts showed a significant association with all-cause mortality in patients with CHF.•Patients with CHF who achieve a daily step count of 5581 may reduce the risk of all-cause mortality.•A significant association between step counts and all-cause mortality was observed in male patients with CHF. There is a lack of understanding of how daily step counts differentially affect the risk of all-cause mortality in adult with congestive heart failure (CHF) by sex in the United States (US). To explore the relationship between daily step counts and all-cause mortality in patients with CHF by sex. This is a cohort analysis from the National Health and Nutrition Examination Survey from 2005 to 2006. Multiple Cox hazard regression was performed to explore the association of step counts and all-cause mortality in patients with CHF by sex. In this study, 363 unweighted samples were enrolled from NHANES 2005–2006, representing about 8.4 million of the US population. Further, 46.28% were women, and the average age was 46 years. Patients with CHF in the more than 5581 steps/day group (HR, 0.31 95% CI, 0.16–0.58) had a significantly reduced risk of all-cause mortality compared with the patients in the less 5581 steps/day group after accounting for all covariates. In men, after accounting for all the covariates, there was a significant difference in more than 5581 steps/day group (HR, 0.33 95% CI, 0.14–0.76) on all-cause mortality in men with CHF compared with men in the less than 5581 steps/day group. Step count is associated with all-cause mortality in patients with CHF. Taking 5581 daily steps was associated with a decreased risk of all-cause mortality in patients with CHF.