Heart failure with preserved ejection fraction (HFpEF) is a heterogeneous disorder developing from multiple aetiologies with overlapping pathophysiological mechanisms. HFpEF diagnosis may be challenging, as neither cardiac imaging nor physical examination are sensitive in this situation. Here, we review biomarkers of HFpEF, of which the best supported are related to myocardial stretch and injury, including natriuretic peptides and cardiac troponins. An overview of biomarkers of inflammation, extracellular matrix derangements and fibrosis, senescence, vascular dysfunction, anaemia/iron deficiency and obesity is also provided. Finally, novel biomarkers from -omics technologies, including plasma metabolites and circulating microRNAs, are outlined briefly. A cardiac-centred approach to HFpEF diagnosis using natriuretic peptides seems reasonable at present in clinical practice. A holistic approach including biomarkers that provide information on the non-cardiac components of the HFpEF syndrome may enrich our understanding of the disease and may be useful in classifying HFpEF phenotypes or endotypes that may guide patient selection in HFpEF trials.