Heart failure is a complex clinical syndrome that seriously harms human health. The deepening studies found biomarkers play an increasingly important role in the field of heart failure, especially in heart failure with preserved ejection fraction (HFpEF). Biomarkers of different pathways (including neurohormone activation, myocardial injury, inflammation and fibrosis) have clinical effects beyond the diagnostic range for HFpEF. This article reviews the advances of natriuretic peptide and new biomarkers (lactose agglutinin-3 and growth differentiation factor-15) in the diagnosis and prognosis of HFpEF patients.