Malnutrition, clinically evident primarily with sarcopenia, is present in more than 50% of CHF patients and is an independent factor of morbidity and mortality. Several pathophysiological mechanisms, such as reduced appetite, metabolic imbalance and altered protein synthesis/degradation rate, due to the blood increase of hypercatabolic molecules, have been proposed to explain this phenomenon. Nutritional supplementation with proteins, amino acids and vitamins have all been used to treat malnutrition, acting through mTOR stimulation. However, the success and efficacy of these procedures are often contradictory and not conclusive. Interestingly, data on exercise training show that exercise reduces mortality and increase functional capacity, although it also increases energy expenditure and nitrogen providing substrate needs. Therefore, this paper discusses the molecular mechanisms of integrated nutritional approaches that would stimulate metabolic anabolic pathways. Pivotal in our opinion, is the relationship between exercise and Deptor, a subunit of the mTOR complex. Consequently, we propose a combination of personalized and integrate nutritional supplementation as well as exercise to treat malnutrition and related anthropometric and functional CHF-related disorders.