Body-mass index (BMI), waist circumference, and waist-hip ratio are commonly used anthropometric indices of adiposity. However, over the past 10 years, several new anthropometric indices were developed, that more accurately correlated with body fat distribution and total fat mass. They include relative fat mass (RFM), body-roundness index (BRI), weight-adjusted-waist index and body-shape index (BSI). In the current study, we included 8295 adults from the PREVEND (Prevention of Renal and Vascular End-Stage Disease) observational cohort (the Netherlands), and sought to examine associations of novel as well as established adiposity indices with incident heart failure (HF). The mean age of study population was 50 ± 13 years, and approximately 50% (n = 4134) were women. Over a 11 year period, 363 HF events occurred, resulting in an overall incidence rate of 3.88 per 1000 person-years. We found that all indices of adiposity (except BSI) were significantly associated with incident HF in the total population (P < 0.001); these associations were not modified by sex (P interaction > 0.1). Amongst adiposity indices, the strongest association was observed with RFM [hazard ratio (HR) 1.67 per 1 SD increase; 95% confidence interval (CI) 1.37–2.04]. This trend persisted across multiple age groups and BMI categories, and across HF subtypes [HR: 1.76, 95% CI 1.26–2.45 for HF with preserved ejection fraction; HR 1.61, 95% CI 1.25–2.06 for HF with reduced ejection fraction]. We also found that all adiposity indices (except BSI) improved the fit of a clinical HF model; improvements were, however, most evident after adding RFM and BRI (reduction in Akaike information criteria: 24.4 and 26.5 respectively). In conclusion, we report that amongst multiple anthropometric indicators of adiposity, RFM displayed the strongest association with HF risk in Dutch community dwellers. Future studies should examine the value of including RFM in HF risk prediction models.