Left ventricular (LV) diastolic dysfunction, atrial fibrillation (AF), and heart failure with preserved ejection fraction (HFpEF) share common risk factors and are closely related to one another and to adverse cardiovascular events. Exertional dyspnoea in patients with AF should trigger a comprehensive LV diastolic function evaluation since AF frequently precedes incident HFpEF. An echocardiographic assessment of LV diastolic function in patients with AF is challenging, mainly because of variability in cycle length, the absence of atrial contraction, and the frequent occurrence of left atrial enlargement regardless of LV filling pressures (LVFPs). The algorithm of the 2016 recommendations for the evaluation of LV diastolic function cannot be directly applied in this setting. This review discusses the modalities available for diastolic function assessment and HFpEF diagnosis in patients with AF. Based on currently available data, a reasonable clinical target of diastolic function evaluation in AF would be to reach a binary conclusion: LVFP elevated or not. Recently, a two-step algorithm that combined several echocardiographic parameters plus the inclusion of body mass index has been proposed to differentiate normal from elevated LVFP in patients with AF. The echocardiographic evaluation must be complemented by a thorough clinical evaluation along with natriuretic peptides and cardiac catheterization in selected cases. If a diagnosis of HFpEF cannot be ascertained, a close follow-up for timely identification of diastolic dysfunction markers, along with monitoring and correction of modifiable risk factors, is recommended. Graphical Abstract Integration of the recently proposed algorithm for LVFP assessment in patients with AF in the clinical evaluation of a 69-year-old woman, with permanent AF, presented with NYHA Class III dyspnoea. She had hypertension, diabetes mellitus, normal coronary arteries, and an elevated NT-proBNP (1540 pg/mL). Echocardiographic parameters included in the first step left LVFP unclassified, while supplementary parameters were suggestive of elevated LVFP. Invasive LVFP assessment confirmed elevated resting PCWP (25 mmHg) and HFpEF diagnosis. Modified from Khan et al. with permission. AF, atrial fibrillation; EDT, E-wave deceleration time; EKG, electrocardiography; LVFP, left ventricular filling pressure; LA, left atrium; PCWP, pulmonary capillary wedge pressure; TR, tricuspid regurgitation.