Biomarkers are widely used and studied in heart failure. Most studies have described the utility and performance of biomarkers in sub-studies of randomised clinical trials, where the vast majority of the patients suffered from heart failure with reduced ejection fraction (HFrEF), and not with preserved ejection fraction (HFpEF). As a result, there is a scarcity of data describing the levels, dynamics, clinical and biochemical correlates, and biology of biomarkers in patients suffering from HFpEF, whereas HFpEF is in fact a very frequent clinical entity. This article discusses the value of different biomarkers in HFpEF. We describe various aspects of natriuretic peptide measurements in HFpEF patients, with a focus on diagnosis, prognosis and the risk prediction of developing heart failure. Further, we will discuss several emerging biomarkers such as galectin-3 and suppression of tumorigenicity 2, and recently discovered ones such as growth differentiation factor-15 and syndecan-1.