What are the differences in term of features between Cfengine and Chef?
3 Answers
Chef has much greater integration with "cloud" VM hosting providers, and a greater amount of recipe sharing than CFEngine.
CFEngine takes less resources when it runs, and runs on a much greater range of computing environments from embedded devices to supercomputers, and on a lot more operating systems -- it's just a few small C binaries and a couple of C libraries, so it is more portable.

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From the Chef FAQ:
How is it different than Cfengine?
It bears very little in common with Cfengine, other than embracing Single Copy Nirvana.

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I don't know much about Chef, just been reading their web site, and I'm quite familiar with Cfengine; so take my answer with a grain of salt.
From what I gathered, the main difference is that Cfengine runs on both Linux/Unixes and Windows, while Chef only support Linux/Unixes.

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2As of version 0.8.14, Chef has preliminary support for Windows: http://www.opscode.com/blog/2010/05/07/chef-0-8-14-release/ – jtimberman May 30 '10 at 07:43
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1Update: Opscode supports Windows with the latest versions of Chef. There's an MSI package, "windows" and "powershell" cookbooks that bring a number of Windows-specific primitives, more in this press release: http://www.opscode.com/press-releases/opscode-delivers-cloud-infrastructure-automation-to-windows-environments/ – jtimberman Jan 18 '12 at 04:26