Intensive care unit (ICU) patients are at risk of in-ICU morbidities and mortality, making specific systems for identifying at-risk patients a necessity for improving clinical care. This study presents a new method for predicting in-hospital mortality using heart rate variability (HRV) collected from the times of a patient\'s ICU stay. In this paper, a HRV time series processing based method is proposed for mortality prediction of ICU cardiovascular patients. HRV signals were obtained measuring R-R time intervals. A novel method, named return map, is then developed that reveals useful information from the HRV time series. This study also proposed several features that can be extracted from the return map, including the angle between two vectors, the area of triangles formed by successive points, shortest distance to 45 degrees line and their various combinations. Finally, a thresholding technique is proposed to extract the risk period and to predict mortality. The data used to evaluate the proposed algorithm obtained from 80 cardiovascular ICU patients, from the first 48 h of the first ICU stay of 40 males and 40 females. This study showed that the angle feature has on average a sensitivity of 87.5% (with 12 false alarms), the area feature has on average a sensitivity of 89.58% (with 10 false alarms), the shortest distance feature has on average a sensitivity of 85.42% (with 14 false alarms) and, finally, the combined feature has on average a sensitivity of 92.71% (with seven false alarms). The results showed that the last half an hour before the patient\'s death is very informative for diagnosing the patient\'s condition and to save his/her life. These results confirm that it is possible to predict mortality based on the features introduced in this paper, relying on the variations of the HRV dynamic characteristics.