Approximately 50% of patients with symptoms and signs of heart failure have a left ventricular ejection fraction (LVEF) ≥50% and are often simply referred to as ‘heart failure with preserved EF’, ‘HFpEF’. Many of such patients have HF secondary to specific cardiac conditions (i.e., valvular or pericardial disease) in which the symptoms and signs occur despite the LVEF being preserved due to diastolic dysfunction secondary to the underlying disease (secondary HFpEF), differently from those HFpEF patients in which the impaired LV filling is due to a primary diastolic dysfunction (primary HFpEF). When primary HFpEF patients are properly diagnosed, they appear to have a milder form of HF with a lower cardiovascular mortality compared with HFrEF and secondary HFpEF population, but a risk of HF hospitalization that is significantly higher than patients with similar cardiovascular risk factors but without the diagnosis of HFpEF. We herein review the diagnostic approach to HFpEF and present a differential diagnosis of HFpEF in a primary and secondary form.