Background/Objectives: In the United States, HF prevalence is projected to progressively rise by 2030. Prior research suggests a strong association between reduced sleep duration and increased cardiovascular disease and HF risk. This study introduces an alternative parameter, the Weekend Sleep Recovery (WSR), measured by the weekend-to-weekday Sleep Duration Ratio (SDR), to evaluate its association with HF risk. Methods: We conducted a cross-sectional analysis of NHANES (National Health and Nutrition Examination Survey) 2017–2023 to examine self-reported sleep patterns. Participants were classified as WSR (SDR > 1) or non-WSR (SDR ≤ 1). Multivariate logistic regression assessed the association between WSR and HF, adjusting for demographics and comorbidities. Results: Among 14,311 participants, WSR was associated with 23% lower odds of HF (adjusted OR 0.77; 95% CI 0.62–0.94; P = 0.012) versus non-WSR. This inverse association persisted in hypertensive, non-dyslipidemic, smoking, and Class III obese individuals, but was not modified by diabetes, coronary disease, or prior myocardial infarction. Conclusions: Although adequate sleep duration is crucial, weekend sleep duration reflecting WSR was associated with lower odds of HF, particularly in those with risk factors. Further studies are needed to explore these associations and potential implications for high-risk populations.