Heart failure (HF) is a highly heterogeneous condition, and current methods struggle to synthesize extensive clinical data for personalized care. Using data from 343 HF patients, we developed mechanistic computational models of the cardiovascular system to create digital twins. These twins, consisting of optimized measurable and unmeasurable parameters alongside simulations of cardiovascular function, provided comprehensive representations of individual disease states. Unsupervised machine learning applied to digital twin-derived features identified interpretable phenogroups and mechanistic drivers of cardiovascular death risk. Incorporating these features into prognostic AI models improved performance, transferability, and interpretability compared to models using only clinical variables. This framework demonstrates potential to enhance prognosis and guide therapy, paving the way for more precise, individualized HF management.