Absolutely it can worsen heart failure! I really puts a lot of work on your heart. Sleep apnea can cause hypertension which then can cause enlargement of the heart and then heart failure. Your oxygen levels drop when you stop breathing. I forget the number, but a high percentage of patients with heart failure have sleep disordered breathing. If you have sleep apnea and have been physician-ordered to use CPAP, then you really need to do so.
Did the doctor say you should wear a mask to aid your breathing during the night when you stop breathing? If so, wear it, it will help you when you stop breathing and therefore take a load off your heart.