In this paper, novel heart rate variability (HRV) indices were extracted for the autonomic nervous system (ANS) activity assessment in congestive heart failure (CHF). It has been reported that CHF is a chronic cardiovascular syndrome along with ANS dysfunction, and HRV is a useful tool for ANS assessment. The multi-frequency components Entropy (MFC-En), which is obtained by the Hilbert-Huang transform and the entropy algorithm, was proposed as novel HRV indices for analyzing ANS with CHF. This paper included 24-h HRV signals of 98 subjects collected with Holter (54 healthy, 12 low-risk CHF, and 32 high-risk CHF subjects). The MFC-En indices successfully showed a statistical significance between the control and CHF groups (p <; 0.001). The CHF classification accuracy of the MFC-En was 86.7%, while the ratio of the lowand high-frequency power was only 79.6%. Moreover, statistical significances were found among the control, low-risk CHF, and high-risk CHF groups (p <; 0.01). Therefore, the MFC-En is a useful tool for CHF assessment that revealed the ANS of CHF patient is more activated by measuring the complexity of the rhythms changes of the ANS throughout the day.