Background: During the acute heart failure (AHF), acute kidney injury (AKI) is highly prevalent in critically ill patients. The occurrence of the latter condition increases the risk of mortality in patients with acute heart failure. The current research on the relationship between nutritional risk and the occurrence of acute kidney injury in patients with acute heart failure is very limited. Methods: This retrospective cohort study utilized data from the Medical Information Mart for Intensive Care IV (MIMIC-IV, version 2.1) database. We included adult patients with AHF who were admitted to the intensive care unit in the study. Results: A total of 1310 critically ill patients with acute heart failure were included. The AUC of geriatric nutritional risk index (GNRI) (0.694) is slightly superior to that of controlling nutritional status (CONUT) (0.656) and prognostic nutritional index (PNI) (0.669). The Log-rank test revealed a higher risk of acute kidney injury in patients with high nutritional risk (p < 0.001). Multivariate COX regression analysis indicated that a high GNRI (adjusted HR 0.62, p < 0.001) was associated with a reduced risk of AKI during hospitalization in AHF patients. The final subgroup analysis demonstrated no significant interaction of GNRI in all subgroups except for diabetes subgroup and ventilation subgroup (P for interaction: 0.057-0.785). Conclusion: Our study findings suggest a correlation between GNRI and the occurrence of acute kidney injury in patients hospitalized with acute heart failure.