Heart failure with preserved ejection fraction (HFpEF) is a common disease with high morbidity and mortality, and chronic kidney disease (CKD) is a common comorbidity in HFpEF patients. The pathogenesis of comorbidity of HFpEF and CKD has not been fully elucidated. The bidirectional interactions between HFpEF and CKD may promote their progression. HFpEF patients with comorbid CKD had a poorer prognosis than those with HFpEF alone, and the risk of death increased with the increasing severity of renal injury. HFpEF patients do not benefit significantly from the basic drugs used to treat heart failure. However, it is recommended that new anti-heart failure agents such as sacubitril/valsartan sodium tablets be used in these patients.