Multifractal analysis of cardiovascular variability series is an effective tool for the characterization of pathological states associated with congestive heart failure (CHF). Consequently, variations of heartbeat scaling properties have been associated with the dynamical balancing of nonlinear sympathetic/vagal activity. Nevertheless, whether vagal dynamics has multifractal properties yet alone is currently unknown. In this study, we answer this question by conducting multifractal analysis through wavelet leader-based multiscale representations of instantaneous series of vagal activity as estimated from inhomogeneous point process models. Experimental tests were performed on data gathered from 57 CHF patients, aiming to investigate the automatic recognition accuracy in predicting survivor and non-survivor patients after a 4 years follow up. Results clearly indicate that, on both CHF groups, the instantaneous vagal activity displays power-law scaling for a large range of scales, from ≃ 0.5s to ≃ 100s. Using standard SVM algorithms, this information also allows for a prediction of mortality at a single-subject level with an accuracy of 72.72%.