Heart failure with preserved ejection fraction (HFpEF) remains a poorly characterized syndrome with many dark aspects related to different patients profile, various associated risk factors and wide aetiologies. It comprises several pathophysiological pathways related to endothelial dysfunction, myocardial fibrosis, extracellular matrix deposition and high inflammatory response. Up to now, it has been described only for clinical appearance and most common associated risk factors without an effective characterization of biological processes responsible for cardiovascular deteriorations. Recent advances in laboratory and metabolomic researches showed that HFpEF appears strictly related to specific cells and molecular mechanisms dysregulation. Some biomarkers are capable to early identify these processes adding new insights into diagnosis and risk stratification. Additionally recent advances on intermediate metabolites reflecting provide relevant information on intrinsic cellular and energetic substrate alterations. The systematic combination of clinical imaging and laboratory data may lead to a precision medicine approach providing prognostic and therapeutic advantages. Current review reports traditional and emerging biomarkers recently investigated in HFpEF setting, and it purpose a new diagnostic approach based on integrative information achieved from risk factors burden, hemodynamic dysfunction and biomarkers signature partnership.