The device has a reception block (14) to receive reference episodes, and a discriminator (10) to analyze the episodes based on predefined criteria to assign an in-suspicion or off-suspicion heart failure marker to each episode. Developing and storing blocks (16, 18) produce two cycle-models from the episodes in in-suspicion or off-suspicion heart failure situations, respectively. A characterization block (20) characterizes difference between the in-suspicion and off-suspicion cycle-models to produce an index of clinical state of a patient. The episodes comprise electrical activity signals of a myocardium, myocardium hemodynamic activity signals, and/or indicators reflecting variation of physical parameters, activity and hemodynamic phases between phases of effort and phases of recovery.